-61.6%
ALB vs AEIS
+144.8%
-206.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -5.5% |
| 7D | +9.5% | +1.0% | +8.5% | +6.4% |
| 30D | -2.1% | -24.0% | +21.9% | +8.9% |
| 3M | -24.1% | -32.5% | +8.4% | -12.3% |
| 6M | -51.0% | -38.6% | -12.4% | -42.8% |
| YTD | -29.3% | +4.8% | -34.2% | -43.3% |
| 1Y | +3.2% | +1.3% | +1.8% | -16.0% |
| 3Y | -9.3% | +159.2% | -168.6% | -63.2% |
| 5Y | -61.6% | +140.8% | -202.4% | -84.8% |
| All | -61.6% | +144.8% | -206.4% | -84.8% |
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