+0.9%
APA vs AEIS
+354.8%
-353.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -5.5% | -6.9% | +1.3% | -3.8% |
| 30D | -1.2% | -23.2% | +22.0% | +6.4% |
| 3M | +10.6% | -29.5% | +40.0% | +20.9% |
| 6M | +28.4% | -37.9% | +66.3% | +40.5% |
| YTD | +89.7% | +6.0% | +83.8% | +57.0% |
| 1Y | +90.6% | +1.2% | +89.4% | +60.2% |
| 3Y | +36.9% | +150.0% | -113.1% | -28.8% |
| 5Y | +83.2% | +141.9% | -58.6% | -7.9% |
| All | +0.9% | +354.8% | -353.9% | -61.9% |
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