+270.3%
ALLE vs AEIS
+1,127.2%
-856.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | -6.8% | -14.6% | +7.9% | -3.4% |
| 3M | +21.0% | -12.4% | +33.5% | +22.0% |
| 6M | +1.1% | -15.0% | +16.1% | +1.6% |
| YTD | -0.5% | +34.3% | -34.8% | -12.6% |
| 1Y | -7.3% | +87.4% | -94.6% | -26.7% |
| 3Y | +42.3% | +139.8% | -97.5% | +0.5% |
| 5Y | +13.5% | +220.7% | -207.3% | -27.9% |
| 10Y | +144.0% | +531.6% | -387.6% | +15.3% |
| All | +270.3% | +1,127.2% | -856.9% | +52.8% |
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