+113.9%
AMGN vs AEIS
+233.3%
-119.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | +14.2% | -8.3% | +22.6% | +13.8% |
| 6M | +5.2% | -6.3% | +11.5% | +3.8% |
| YTD | +22.0% | +36.5% | -14.5% | +14.5% |
| 1Y | +43.6% | +84.8% | -41.1% | +29.8% |
| 3Y | +65.0% | +176.6% | -111.6% | +39.4% |
| All | +113.9% | +233.3% | -119.4% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling