+449.6%
APA vs AEIS
+2,566.8%
-2,117.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.6% |
| 7D | +0.5% | +3.0% | -2.4% | 0.0% |
| 30D | +23.4% | -14.6% | +38.0% | +26.1% |
| 3M | +12.7% | -12.4% | +25.1% | +13.0% |
| 6M | +39.4% | -15.0% | +54.4% | +38.6% |
| YTD | +79.0% | +34.3% | +44.7% | +63.5% |
| 1Y | +88.8% | +87.4% | +1.5% | +61.7% |
| 3Y | +6.4% | +139.8% | -133.4% | -13.6% |
| 5Y | +153.0% | +220.7% | -67.8% | +94.7% |
| 10Y | +7.5% | +531.6% | -524.0% | -25.1% |
| All | +449.6% | +2,566.8% | -2,117.2% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling