+96.6%
AMCR vs AEIS
+2,135.7%
-2,039.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +12.7% | +87.2% | -74.5% | +0.7% |
| 3Y | +9.6% | +179.7% | -170.1% | -9.2% |
| 5Y | -10.3% | +241.7% | -252.1% | -28.5% |
| 10Y | +16.5% | +547.2% | -530.7% | -13.4% |
| All | +96.6% | +2,135.7% | -2,039.1% | +49.6% |
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