+1,749.8%
ALB vs AEIS
+1,982.0%
-232.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -2.5% |
| 7D | +9.5% | +1.0% | +8.5% | +8.3% |
| 30D | -2.1% | -24.0% | +21.9% | +2.5% |
| 3M | -24.1% | -32.5% | +8.4% | -19.2% |
| 6M | -51.0% | -38.6% | -12.4% | -47.4% |
| YTD | -29.3% | +4.8% | -34.2% | -32.7% |
| 1Y | +3.2% | +1.3% | +1.8% | -1.1% |
| 3Y | -9.3% | +159.2% | -168.6% | -28.1% |
| 5Y | -61.6% | +140.8% | -202.4% | -69.0% |
| 10Y | +40.8% | +349.8% | -309.0% | -1.1% |
| All | +1,749.8% | +1,982.0% | -232.2% | +783.6% |
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