+38.0%
ALLE vs AEIS
-44.0%
+82.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -0.9% |
| 7D | -0.6% | -11.3% | +10.7% | -0.7% |
| 30D | +25.3% | -32.6% | +57.9% | +26.1% |
| 3M | +10.3% | -39.2% | +49.4% | +11.4% |
| 6M | +38.0% | -45.4% | +83.4% | +39.8% |
| All | +38.0% | -44.0% | +82.1% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling