-20.3%
ALNY vs AEIS
+0.5%
-20.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.0% |
| 7D | -3.5% | +6.5% | -10.0% | -2.6% |
| 30D | +18.9% | -9.2% | +28.1% | +17.4% |
| 3M | -13.3% | -8.3% | -5.0% | -11.6% |
| 6M | -20.3% | -6.3% | -13.9% | -18.7% |
| All | -20.3% | +0.5% | -20.7% | -18.7% |
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