+206.3%
AGI vs AEIS
+160.8%
+45.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.7% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | +6.8% | -16.4% | +23.2% | +9.4% |
| 3M | +8.3% | -11.1% | +19.4% | +8.4% |
| 6M | -29.2% | -12.0% | -17.2% | -29.2% |
| YTD | -7.3% | +30.9% | -38.1% | -11.8% |
| 1Y | +8.0% | +74.3% | -66.3% | -0.5% |
| All | +206.3% | +160.8% | +45.5% | +144.0% |
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