-42.5%
ALB vs AEIS
+228.8%
-271.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.1% |
| 7D | -4.4% | +8.1% | -12.5% | -8.4% |
| 30D | -1.2% | -11.1% | +10.0% | +3.6% |
| 3M | -13.3% | -5.6% | -7.7% | -15.5% |
| 6M | -19.8% | -0.6% | -19.1% | -26.8% |
| YTD | -7.9% | +38.0% | -46.0% | -33.0% |
| 1Y | +60.2% | +87.2% | -27.1% | -6.7% |
| 3Y | -26.4% | +179.7% | -206.1% | -69.0% |
| 5Y | -42.5% | +241.7% | -284.3% | -80.0% |
| All | -42.5% | +228.8% | -271.4% | -80.0% |
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