+1,311.4%
AMT vs AEIS
+1,691.8%
-380.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -0.2% | +3.0% | -3.2% | -0.9% |
| 30D | +4.6% | -14.6% | +19.3% | +7.7% |
| 3M | -8.4% | -12.4% | +4.0% | -8.3% |
| 6M | -6.0% | -15.0% | +8.9% | -6.5% |
| YTD | +2.1% | +34.3% | -32.2% | -8.9% |
| 1Y | -6.4% | +87.4% | -93.7% | -23.3% |
| 3Y | +8.1% | +139.8% | -131.7% | -20.6% |
| 5Y | -31.9% | +220.7% | -252.7% | -54.4% |
| 10Y | +97.1% | +531.6% | -434.5% | -1.0% |
| All | +1,311.4% | +1,691.8% | -380.4% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling