+53.1%
AIG vs AEIS
+232.6%
-179.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.2% |
| 7D | -1.2% | +2.3% | -3.4% | -1.5% |
| 30D | -1.1% | -14.8% | +13.7% | +0.7% |
| 3M | +0.7% | -15.6% | +16.3% | +1.6% |
| 6M | -2.2% | -8.7% | +6.5% | -3.6% |
| YTD | -10.8% | +37.3% | -48.2% | -18.9% |
| 1Y | -2.0% | +80.3% | -82.4% | -17.1% |
| 3Y | +34.8% | +177.9% | -143.1% | -2.5% |
| All | +53.1% | +232.6% | -179.5% | -1.1% |
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