+28.9%
APA vs AEIS
-35.1%
+64.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +3.9% |
| 7D | +5.1% | +9.5% | -4.4% | +5.7% |
| 30D | +0.3% | -17.5% | +17.8% | -1.9% |
| 3M | +15.6% | -29.3% | +44.9% | +11.3% |
| 6M | +28.9% | -34.7% | +63.6% | +26.1% |
| All | +28.9% | -35.1% | +64.0% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling