+25.5%
AME vs AEIS
+4.7%
+20.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | +5.9% | +11.5% | -5.6% | +2.7% |
| 30D | -1.9% | -15.8% | +13.8% | +1.5% |
| 3M | -5.4% | -33.3% | +27.9% | +2.9% |
| 6M | +4.9% | -35.2% | +40.1% | +13.2% |
| YTD | +18.5% | +5.0% | +13.4% | +12.4% |
| 1Y | +25.5% | +8.5% | +17.0% | +18.0% |
| All | +25.5% | +4.7% | +20.8% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling