+61.4%
AMAT vs AEIS
+6.2%
+55.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.1% | +7.9% | +4.2% |
| 7D | -11.2% | -12.7% | +1.5% | -3.4% |
| 30D | -31.9% | -28.8% | -3.0% | -15.1% |
| 3M | -32.3% | -38.0% | +5.7% | -8.2% |
| 6M | -5.4% | -45.3% | +39.9% | +35.3% |
| YTD | +44.3% | +1.1% | +43.1% | +45.0% |
| 1Y | +61.4% | +8.6% | +52.7% | +57.0% |
| All | +61.4% | +6.2% | +55.1% | +57.0% |
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