+15.5%
ALLE vs AEIS
-2.1%
+17.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.5% | +2.3% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | +26.6% | -24.0% | +50.6% | +28.4% |
| 3M | +13.2% | -32.5% | +45.7% | +15.7% |
| 6M | +42.9% | -38.6% | +81.5% | +46.6% |
| YTD | +21.0% | +4.8% | +16.2% | +17.7% |
| All | +15.5% | -2.1% | +17.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling