-2.6%
APA vs AEIS
+545.5%
-548.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | +0.3% | +6.5% | -6.1% | -2.0% |
| 30D | +9.3% | -9.2% | +18.5% | +12.2% |
| 3M | +23.3% | -8.3% | +31.7% | +21.1% |
| 6M | +39.5% | -6.3% | +45.8% | +30.7% |
| YTD | +87.6% | +36.5% | +51.1% | +45.7% |
| 1Y | +114.2% | +84.8% | +29.5% | +41.6% |
| 3Y | +13.6% | +176.6% | -163.0% | -40.8% |
| 5Y | +175.6% | +237.1% | -61.5% | +25.3% |
| 10Y | -2.6% | +554.7% | -557.3% | -70.3% |
| All | -2.6% | +545.5% | -548.2% | -70.3% |
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