+44.9%
AMZN vs AEIS
+238.7%
-193.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -1.0% | +6.5% | -7.5% | -2.9% |
| 30D | -9.2% | -9.2% | -0.1% | -7.2% |
| 3M | +3.4% | -8.3% | +11.7% | +2.3% |
| 6M | +18.2% | -6.3% | +24.6% | +13.8% |
| YTD | +9.3% | +36.5% | -27.2% | -10.8% |
| 1Y | +5.9% | +84.8% | -78.8% | -25.1% |
| 3Y | +82.6% | +176.6% | -94.0% | +2.0% |
| 5Y | +44.9% | +237.1% | -192.2% | -32.5% |
| All | +44.9% | +238.7% | -193.9% | -32.5% |
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