+0.3%
AGI vs AEIS
+6.2%
-6.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -11.1% | +21.9% | +12.5% |
| 7D | -5.3% | -12.7% | +7.4% | -3.5% |
| 30D | -7.1% | -28.8% | +21.7% | -2.0% |
| 3M | +4.4% | -38.0% | +42.4% | +12.6% |
| 6M | -23.0% | -45.3% | +22.3% | -16.3% |
| YTD | -22.0% | +1.1% | -23.1% | -25.4% |
| 1Y | +0.3% | +8.6% | -8.3% | -6.9% |
| All | +0.3% | +6.2% | -6.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling