+11,547.9%
AME vs AEIS
+1,985.6%
+9,562.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.1% |
| 7D | +5.9% | +11.5% | -5.6% | +3.9% |
| 30D | -1.9% | -15.8% | +13.8% | +0.6% |
| 3M | -5.4% | -33.3% | +27.9% | +0.5% |
| 6M | +4.9% | -35.2% | +40.1% | +10.9% |
| YTD | +18.5% | +5.0% | +13.4% | +14.9% |
| 1Y | +25.5% | +8.5% | +17.0% | +20.9% |
| 3Y | +63.0% | +152.9% | -89.9% | +34.0% |
| 5Y | +78.3% | +144.6% | -66.3% | +45.6% |
| 10Y | +447.1% | +337.1% | +110.0% | +291.0% |
| All | +11,547.9% | +1,985.6% | +9,562.3% | +5,496.0% |
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 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