+73.2%
APA vs AEIS
+144.8%
-71.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -2.6% |
| 7D | -8.7% | +1.0% | -9.7% | -9.3% |
| 30D | -2.4% | -24.0% | +21.6% | +2.6% |
| 3M | +19.0% | -32.5% | +51.5% | +27.3% |
| 6M | +26.8% | -38.6% | +65.4% | +35.5% |
| YTD | +87.3% | +4.8% | +82.5% | +58.5% |
| 1Y | +92.3% | +1.3% | +91.0% | +64.1% |
| 3Y | +37.3% | +159.2% | -122.0% | -26.0% |
| 5Y | +73.2% | +140.8% | -67.6% | -7.9% |
| All | +73.2% | +144.8% | -71.6% | -7.9% |
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 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