+11,320.1%
AME vs AEIS
+2,566.8%
+8,753.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.1% |
| 7D | +0.6% | +3.0% | -2.3% | +0.1% |
| 30D | -6.7% | -14.6% | +8.0% | -4.4% |
| 3M | +4.1% | -12.4% | +16.5% | +5.3% |
| 6M | +1.6% | -15.0% | +16.5% | +2.8% |
| YTD | +16.1% | +34.3% | -18.1% | +8.7% |
| 1Y | +27.3% | +87.4% | -60.0% | +12.2% |
| 3Y | +50.9% | +139.8% | -88.9% | +25.3% |
| 5Y | +81.4% | +220.7% | -139.4% | +42.2% |
| 10Y | +417.0% | +531.6% | -114.6% | +250.3% |
| All | +11,320.1% | +2,566.8% | +8,753.3% | +5,194.1% |
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