+7,488.9%
AMAT vs AEIS
+1,662.6%
+5,826.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.2% | -1.3% | -8.2% |
| 7D | -24.3% | -22.6% | -1.7% | -15.3% |
| 30D | -39.8% | -38.7% | -1.1% | -25.3% |
| 3M | -40.2% | -43.6% | +3.4% | -23.3% |
| 6M | -22.1% | -46.2% | +24.1% | +2.9% |
| YTD | +24.7% | -11.2% | +35.9% | +31.5% |
| 1Y | +33.3% | -17.7% | +50.9% | +45.2% |
| 3Y | +133.9% | +104.1% | +29.8% | +71.6% |
| 5Y | +117.1% | +98.5% | +18.6% | +64.8% |
| 10Y | +1,158.7% | +302.0% | +856.6% | +623.0% |
| All | +7,488.9% | +1,662.6% | +5,826.2% | +1,487.7% |
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 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