-27.3%
AKAM vs AEIS
+647.2%
-674.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.8% |
| 7D | -0.8% | +8.1% | -8.9% | -3.9% |
| 30D | -4.5% | -11.1% | +6.7% | -0.2% |
| 3M | -25.6% | -5.6% | -19.9% | -26.0% |
| 6M | +5.7% | -0.6% | +6.4% | +0.3% |
| YTD | +21.0% | +38.0% | -17.0% | -1.3% |
| 1Y | +33.9% | +87.2% | -53.3% | -5.6% |
| 3Y | +0.9% | +179.7% | -178.8% | -43.4% |
| 5Y | -6.9% | +241.7% | -248.6% | -54.7% |
| 10Y | +97.4% | +547.2% | -449.8% | -44.8% |
| All | -27.3% | +647.2% | -674.4% | -90.1% |
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 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