-4.5%
AKAM vs AEIS
+232.6%
-237.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.5% |
| 7D | +1.5% | +2.3% | -0.8% | +0.9% |
| 30D | -13.0% | -14.8% | +1.8% | -9.8% |
| 3M | -19.4% | -15.6% | -3.8% | -17.4% |
| 6M | +0.3% | -8.7% | +9.0% | -0.9% |
| YTD | +22.4% | +37.3% | -14.9% | +7.7% |
| 1Y | +34.8% | +80.3% | -45.5% | +8.7% |
| 3Y | +1.9% | +177.9% | -176.0% | -30.0% |
| All | -4.5% | +232.6% | -237.0% | -40.1% |
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