+133.5%
AMT vs AEIS
+375.1%
-241.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.5% | -0.5% |
| 7D | -2.4% | +9.5% | -11.8% | -3.3% |
| 30D | +4.2% | -17.5% | +21.7% | +5.6% |
| 3M | +13.4% | -29.3% | +42.7% | +16.3% |
| 6M | +9.4% | -34.7% | +44.1% | +12.0% |
| YTD | +11.7% | +10.7% | +1.0% | +6.0% |
| 1Y | +7.1% | +7.4% | -0.3% | +1.9% |
| 3Y | +15.1% | +161.1% | -146.1% | -7.5% |
| 5Y | -17.9% | +150.7% | -168.6% | -34.8% |
| 10Y | +133.5% | +360.8% | -227.3% | +50.7% |
| All | +133.5% | +375.1% | -241.6% | +50.7% |
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 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