+136.3%
AMD vs AEIS
-13.7%
+150.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.1% |
| 7D | +2.6% | +3.0% | -0.4% | +0.6% |
| 30D | -0.9% | -14.6% | +13.7% | +9.0% |
| 3M | -8.7% | -12.4% | +3.7% | -1.4% |
| 6M | +136.3% | -15.0% | +151.3% | +154.3% |
| All | +136.3% | -13.7% | +150.0% | +154.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling