+6.1%
APA vs AEIS
+332.3%
-326.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +3.0% |
| 7D | +8.5% | +11.5% | -3.0% | +4.2% |
| 30D | +2.8% | -15.8% | +18.5% | +7.2% |
| 3M | +21.7% | -33.3% | +55.0% | +35.9% |
| 6M | +32.6% | -35.2% | +67.8% | +42.5% |
| YTD | +103.7% | +5.0% | +98.7% | +69.0% |
| 1Y | +101.8% | +8.5% | +93.3% | +64.4% |
| 3Y | +48.1% | +152.9% | -104.8% | -23.5% |
| 5Y | +91.9% | +144.6% | -52.7% | -4.2% |
| All | +6.1% | +332.3% | -326.2% | -59.8% |
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