+102.7%
AMCR vs AEIS
+2,135.7%
-2,032.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -1.8% | +8.1% | -10.0% | -2.9% |
| 30D | -6.0% | -11.1% | +5.1% | -4.8% |
| 3M | +18.9% | -5.6% | +24.6% | +18.3% |
| 6M | +5.7% | -0.6% | +6.3% | +3.9% |
| YTD | +11.1% | +38.0% | -26.9% | +4.1% |
| 1Y | +14.4% | +87.2% | -72.8% | +2.2% |
| 3Y | +13.0% | +179.7% | -166.7% | -6.4% |
| 5Y | -7.5% | +241.7% | -249.3% | -26.3% |
| 10Y | +20.1% | +547.2% | -527.1% | -10.7% |
| All | +102.7% | +2,135.7% | -2,032.9% | +54.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling