+1,591.4%
AMAT vs AEIS
+523.4%
+1,068.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.6% |
| 7D | -1.5% | +3.0% | -4.5% | -3.6% |
| 30D | -14.8% | -14.6% | -0.1% | -5.0% |
| 3M | -9.3% | -12.4% | +3.2% | -0.7% |
| 6M | +27.4% | -15.0% | +42.4% | +39.5% |
| YTD | +77.6% | +34.3% | +43.3% | +38.4% |
| 1Y | +188.9% | +87.4% | +101.6% | +74.3% |
| 3Y | +202.3% | +139.8% | +62.5% | +45.4% |
| 5Y | +248.9% | +220.7% | +28.2% | +36.0% |
| All | +1,591.4% | +523.4% | +1,068.1% | +268.3% |
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