+1,671.6%
ALB vs AEIS
+2,004.7%
-333.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | +5.3% | -6.9% | +12.1% | +6.0% |
| 30D | -6.3% | -23.2% | +16.9% | -2.1% |
| 3M | -27.4% | -29.5% | +2.1% | -23.4% |
| 6M | -53.1% | -37.9% | -15.2% | -49.7% |
| YTD | -32.3% | +6.0% | -38.3% | -35.7% |
| 1Y | -7.3% | +1.2% | -8.5% | -11.2% |
| 3Y | -14.9% | +150.0% | -164.9% | -32.1% |
| 5Y | -62.0% | +141.9% | -203.9% | -69.4% |
| 10Y | +33.0% | +356.2% | -323.1% | -6.8% |
| All | +1,671.6% | +2,004.7% | -333.1% | +744.3% |
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