+195.5%
AMGN vs AEIS
+562.2%
-366.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.3% | -2.0% |
| 7D | -13.7% | +2.3% | -16.0% | -14.0% |
| 30D | -8.8% | -14.8% | +6.0% | -7.0% |
| 3M | +7.2% | -15.6% | +22.8% | +8.2% |
| 6M | +1.3% | -8.7% | +10.0% | +0.1% |
| YTD | +17.6% | +37.3% | -19.7% | +8.4% |
| 1Y | +37.2% | +80.3% | -43.2% | +20.7% |
| 3Y | +57.7% | +177.9% | -120.2% | +26.2% |
| 5Y | +106.3% | +235.8% | -129.6% | +55.5% |
| All | +195.5% | +562.2% | -366.7% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling