-41.2%
AKAM vs AEIS
+468.5%
-509.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | +0.3% |
| 7D | +2.8% | +11.5% | -8.7% | -2.2% |
| 30D | -6.9% | -15.8% | +8.9% | -1.8% |
| 3M | -31.8% | -33.3% | +1.5% | -21.4% |
| 6M | -47.0% | -35.2% | -11.8% | -40.2% |
| YTD | -2.1% | +5.0% | -7.1% | -12.5% |
| 1Y | -3.7% | +8.5% | -12.2% | -15.5% |
| 3Y | -23.0% | +152.9% | -175.9% | -55.8% |
| 5Y | -23.4% | +144.6% | -168.0% | -57.9% |
| 10Y | +30.5% | +337.1% | -306.6% | -57.5% |
| All | -41.2% | +468.5% | -509.7% | -91.2% |
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