-10.2%
AMCR vs AEIS
+219.6%
-229.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | -5.0% | -0.2% | -4.7% | -5.0% |
| 30D | -8.0% | -16.4% | +8.4% | -5.5% |
| 3M | +14.3% | -11.1% | +25.4% | +14.4% |
| 6M | +5.3% | -12.0% | +17.4% | +4.9% |
| YTD | +7.7% | +30.9% | -23.1% | -1.3% |
| 1Y | +10.8% | +74.3% | -63.5% | -5.3% |
| 3Y | +9.6% | +165.2% | -155.6% | -18.1% |
| 5Y | -10.2% | +220.0% | -230.2% | -38.9% |
| All | -10.2% | +219.6% | -229.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling