+384.5%
ALAB vs AEIS
+204.8%
+179.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.9% |
| 7D | +9.6% | +6.5% | +3.2% | +4.1% |
| 30D | -5.3% | -9.2% | +3.9% | +1.4% |
| 3M | -12.0% | -8.3% | -3.7% | -5.3% |
| 6M | +145.7% | -6.3% | +152.1% | +152.2% |
| YTD | +80.7% | +36.5% | +44.2% | +26.0% |
| 1Y | +40.1% | +84.8% | -44.6% | -27.9% |
| All | +384.5% | +204.8% | +179.7% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling