+2,248.8%
ALB vs AEIS
+2,566.8%
-318.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.9% | -5.0% |
| 7D | -8.1% | +3.0% | -11.0% | -8.7% |
| 30D | +6.3% | -14.6% | +20.9% | +9.3% |
| 3M | -23.6% | -12.4% | -11.1% | -22.6% |
| 6M | -24.6% | -15.0% | -9.6% | -23.7% |
| YTD | -10.3% | +34.3% | -44.6% | -17.6% |
| 1Y | +61.5% | +87.4% | -25.9% | +37.9% |
| 3Y | -34.0% | +139.8% | -173.8% | -46.2% |
| 5Y | -44.6% | +220.7% | -265.3% | -57.3% |
| 10Y | +76.1% | +531.6% | -455.5% | +17.5% |
| All | +2,248.8% | +2,566.8% | -318.0% | +980.6% |
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