+63.6%
AMGN vs AEIS
+172.0%
-108.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -11.6% | +6.5% | -18.1% | -12.2% |
| 30D | -5.7% | -9.2% | +3.5% | -5.0% |
| 3M | +14.2% | -8.3% | +22.6% | +13.6% |
| 6M | +5.2% | -6.3% | +11.5% | +3.2% |
| YTD | +22.0% | +36.5% | -14.5% | +12.2% |
| 1Y | +43.6% | +84.8% | -41.1% | +25.7% |
| All | +63.6% | +172.0% | -108.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling