+75.9%
AG vs AEIS
+233.3%
-157.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | -0.1% | +6.5% | -6.6% | -2.4% |
| 30D | +12.5% | -9.2% | +21.6% | +15.7% |
| 3M | +28.2% | -8.3% | +36.5% | +28.7% |
| 6M | -18.8% | -6.3% | -12.5% | -19.5% |
| YTD | +27.4% | +36.5% | -9.1% | +11.0% |
| 1Y | +132.2% | +84.8% | +47.4% | +80.5% |
| 3Y | +286.9% | +176.6% | +110.3% | +148.9% |
| All | +75.9% | +233.3% | -157.4% | +2.5% |
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