+2,606.0%
ALL vs AEIS
+2,098.8%
+507.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.1% |
| 7D | -2.6% | +9.5% | -12.0% | -3.8% |
| 30D | +12.7% | -17.5% | +30.2% | +14.4% |
| 3M | +0.4% | -29.3% | +29.7% | +3.2% |
| 6M | +23.8% | -34.7% | +58.5% | +26.7% |
| YTD | +27.8% | +10.7% | +17.1% | +21.4% |
| 1Y | +28.9% | +7.4% | +21.5% | +22.7% |
| 3Y | +113.9% | +161.1% | -47.3% | +77.1% |
| 5Y | +157.4% | +150.7% | +6.7% | +110.9% |
| 10Y | +369.0% | +360.8% | +8.1% | +240.0% |
| All | +2,606.0% | +2,098.8% | +507.2% | +1,317.8% |
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 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