+1,321.9%
AMAT vs AEIS
+332.3%
+989.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | +0.1% |
| 7D | +11.4% | +11.5% | -0.2% | +3.1% |
| 30D | -17.0% | -15.8% | -1.3% | -6.8% |
| 3M | -30.6% | -33.3% | +2.7% | -8.6% |
| 6M | -14.9% | -35.2% | +20.2% | +13.8% |
| YTD | +44.7% | +5.0% | +39.7% | +32.9% |
| 1Y | +66.9% | +8.5% | +58.4% | +49.5% |
| 3Y | +153.3% | +152.9% | +0.4% | +15.7% |
| 5Y | +146.2% | +144.6% | +1.6% | +15.7% |
| All | +1,321.9% | +332.3% | +989.6% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling