+193.1%
APD vs AEIS
+332.3%
-139.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | +3.8% | +11.5% | -7.7% | +1.5% |
| 30D | +8.2% | -15.8% | +24.0% | +10.7% |
| 3M | +4.3% | -33.3% | +37.6% | +11.1% |
| 6M | +4.7% | -35.2% | +39.9% | +10.1% |
| YTD | +31.5% | +5.0% | +26.5% | +21.3% |
| 1Y | +23.5% | +8.5% | +15.1% | +12.8% |
| 3Y | +29.1% | +152.9% | -123.8% | -9.3% |
| 5Y | +15.9% | +144.6% | -128.7% | -20.1% |
| All | +193.1% | +332.3% | -139.2% | +55.2% |
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