+142.4%
AMT vs AEIS
+332.3%
-189.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.3% |
| 7D | +1.5% | +11.5% | -10.0% | +0.4% |
| 30D | +6.8% | -15.8% | +22.6% | +8.0% |
| 3M | +11.2% | -33.3% | +44.5% | +14.7% |
| 6M | +12.5% | -35.2% | +47.7% | +15.1% |
| YTD | +12.5% | +5.0% | +7.5% | +7.2% |
| 1Y | +10.1% | +8.5% | +1.6% | +4.4% |
| 3Y | +16.0% | +152.9% | -136.9% | -6.7% |
| 5Y | -17.2% | +144.6% | -161.8% | -34.2% |
| All | +142.4% | +332.3% | -189.9% | +57.3% |
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