+201.8%
AG vs AEIS
+148.8%
+53.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.5% | -1.0% |
| 7D | -10.0% | +11.5% | -21.5% | -13.6% |
| 30D | -10.5% | -15.8% | +5.3% | -6.1% |
| 3M | -27.3% | -33.3% | +6.1% | -17.2% |
| 6M | -43.0% | -35.2% | -7.8% | -35.9% |
| YTD | -17.9% | +5.0% | -22.9% | -23.8% |
| 1Y | +11.9% | +8.5% | +3.4% | +2.8% |
| 3Y | +201.8% | +152.9% | +48.9% | +66.7% |
| All | +201.8% | +148.8% | +53.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling