-98.7%
AMC vs AEIS
+320.4%
-419.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -0.1% |
| 7D | +2.6% | -11.3% | +13.9% | +6.2% |
| 30D | +9.0% | -32.6% | +41.6% | +23.2% |
| 3M | +22.2% | -39.2% | +61.3% | +41.1% |
| 6M | +91.5% | -45.4% | +136.8% | +121.6% |
| YTD | +101.3% | -5.8% | +107.1% | +80.6% |
| 1Y | +20.8% | -10.0% | +30.8% | +10.3% |
| 3Y | -71.3% | +121.2% | -192.5% | -83.0% |
| 5Y | -99.2% | +110.6% | -209.9% | -99.5% |
| All | -98.7% | +320.4% | -419.1% | -99.5% |
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