+84.8%
AME vs AEIS
+228.8%
-144.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +2.8% | +8.1% | -5.4% | +0.6% |
| 30D | -6.3% | -11.1% | +4.9% | -3.6% |
| 3M | +5.4% | -5.6% | +11.0% | +5.1% |
| 6M | +7.4% | -0.6% | +8.1% | +4.4% |
| YTD | +16.2% | +38.0% | -21.9% | +2.3% |
| 1Y | +26.8% | +87.2% | -60.4% | +1.0% |
| 3Y | +57.5% | +179.7% | -122.2% | +6.5% |
| 5Y | +84.8% | +241.7% | -156.9% | +11.7% |
| All | +84.8% | +228.8% | -144.0% | +11.7% |
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