+10.3%
APA vs AEIS
+173.5%
-163.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.4% |
| 7D | -1.7% | +8.1% | -9.8% | -2.9% |
| 30D | +15.7% | -11.1% | +26.9% | +17.4% |
| 3M | +16.5% | -5.6% | +22.1% | +14.7% |
| 6M | +35.1% | -0.6% | +35.7% | +27.1% |
| YTD | +82.2% | +38.0% | +44.2% | +50.2% |
| 1Y | +102.5% | +87.2% | +15.2% | +43.8% |
| 3Y | +10.3% | +179.7% | -169.4% | -40.1% |
| All | +10.3% | +173.5% | -163.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling