+105.4%
AMT vs AEIS
+545.5%
-440.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.5% | +6.5% | -5.0% | +0.8% |
| 30D | +3.7% | -9.2% | +12.9% | +4.5% |
| 3M | -7.2% | -8.3% | +1.2% | -7.5% |
| 6M | -4.2% | -6.3% | +2.2% | -5.4% |
| YTD | +1.9% | +36.5% | -34.6% | -4.6% |
| 1Y | -6.4% | +84.8% | -91.1% | -16.3% |
| 3Y | +7.7% | +176.6% | -168.8% | -12.2% |
| 5Y | -30.9% | +237.1% | -268.0% | -46.7% |
| 10Y | +105.4% | +554.7% | -449.3% | +28.6% |
| All | +105.4% | +545.5% | -440.2% | +28.6% |
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