-20.3%
AMT vs AEIS
+109.5%
-129.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -2.8% |
| 7D | +0.5% | -11.3% | +11.8% | +0.8% |
| 30D | +13.6% | -32.6% | +46.2% | +15.0% |
| 3M | +11.5% | -39.2% | +50.6% | +13.2% |
| 6M | +6.9% | -45.4% | +52.3% | +9.0% |
| YTD | +10.8% | -5.8% | +16.6% | +6.9% |
| 1Y | +10.3% | -10.0% | +20.3% | +6.8% |
| 3Y | +12.4% | +121.2% | -108.7% | -8.4% |
| All | -20.3% | +109.5% | -129.9% | -37.1% |
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