+4,077.1%
AMD vs AEIS
+1,770.4%
+2,306.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +8.5% |
| 7D | -11.0% | -11.3% | +0.2% | -6.4% |
| 30D | -30.5% | -32.6% | +2.1% | -17.9% |
| 3M | -8.2% | -39.2% | +30.9% | +12.2% |
| 6M | +6.6% | -45.4% | +51.9% | +36.8% |
| YTD | +109.7% | -5.8% | +115.5% | +114.3% |
| 1Y | +88.9% | -10.0% | +98.9% | +96.9% |
| 3Y | +301.8% | +121.2% | +180.7% | +191.4% |
| 5Y | +229.4% | +110.6% | +118.7% | +149.7% |
| 10Y | +6,745.1% | +326.6% | +6,418.5% | +3,632.0% |
| All | +4,077.1% | +1,770.4% | +2,306.7% | +919.5% |
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