-68.3%
AIG vs AEIS
+2,610.7%
-2,679.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -1.4% | +6.5% | -7.9% | -2.6% |
| 30D | -3.3% | -9.2% | +5.9% | -2.0% |
| 3M | +2.2% | -8.3% | +10.5% | +1.8% |
| 6M | -2.1% | -6.3% | +4.2% | -3.9% |
| YTD | -11.2% | +36.5% | -47.7% | -19.3% |
| 1Y | -2.1% | +84.8% | -86.9% | -16.9% |
| 3Y | +34.4% | +176.6% | -142.2% | +2.4% |
| 5Y | +53.7% | +237.1% | -183.4% | +11.2% |
| 10Y | +64.4% | +554.7% | -490.3% | +1.5% |
| All | -68.3% | +2,610.7% | -2,679.0% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling