-98.1%
AMC vs AEIS
+1,210.8%
-1,308.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.5% |
| 7D | +2.3% | +3.0% | -0.6% | +1.3% |
| 30D | -0.7% | -14.6% | +13.9% | +3.9% |
| 3M | +35.2% | -12.4% | +47.6% | +36.1% |
| 6M | +124.6% | -15.0% | +139.5% | +122.4% |
| YTD | +69.9% | +34.3% | +35.6% | +39.9% |
| 1Y | -2.6% | +87.4% | -89.9% | -30.4% |
| 3Y | -79.8% | +139.8% | -219.5% | -87.3% |
| 5Y | -99.4% | +220.7% | -320.1% | -99.7% |
| 10Y | -98.9% | +531.6% | -630.5% | -99.6% |
| All | -98.1% | +1,210.8% | -1,308.9% | -99.4% |
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