+0.3%
AG vs AEIS
+142.3%
-142.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.5% | -1.1% |
| 7D | -10.0% | +11.5% | -21.5% | -13.4% |
| 30D | -10.5% | -15.8% | +5.3% | -6.4% |
| 3M | -27.3% | -33.3% | +6.1% | -17.9% |
| 6M | -43.0% | -35.2% | -7.8% | -36.3% |
| YTD | -17.9% | +5.0% | -22.9% | -23.0% |
| 1Y | +11.9% | +8.5% | +3.4% | +4.0% |
| 3Y | +201.8% | +152.9% | +48.9% | +98.2% |
| All | +0.3% | +142.3% | -142.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling