+11,365.1%
AME vs AEIS
+2,004.7%
+9,360.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -4.1% | -6.9% | +2.8% | -3.1% |
| 30D | -4.1% | -23.2% | +19.1% | -0.2% |
| 3M | -5.6% | -29.5% | +23.9% | -0.6% |
| 6M | +2.8% | -37.9% | +40.7% | +9.5% |
| YTD | +16.6% | +6.0% | +10.6% | +12.9% |
| 1Y | +21.1% | +1.2% | +19.8% | +18.1% |
| 3Y | +61.1% | +150.0% | -88.9% | +32.7% |
| 5Y | +76.6% | +141.9% | -65.3% | +44.5% |
| 10Y | +431.3% | +356.2% | +75.2% | +277.5% |
| All | +11,365.1% | +2,004.7% | +9,360.4% | +5,401.7% |
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 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