+2,250.0%
APD vs AEIS
+1,982.0%
+268.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.6% |
| 7D | -1.6% | +1.0% | -2.5% | -2.1% |
| 30D | +10.6% | -24.0% | +34.6% | +13.9% |
| 3M | +2.5% | -32.5% | +35.0% | +6.7% |
| 6M | +6.0% | -38.6% | +44.5% | +10.5% |
| YTD | +28.4% | +4.8% | +23.6% | +23.3% |
| 1Y | +22.2% | +1.3% | +20.8% | +17.7% |
| 3Y | +26.6% | +159.2% | -132.7% | +4.9% |
| 5Y | +11.8% | +140.8% | -129.0% | -7.4% |
| 10Y | +187.8% | +349.8% | -162.0% | +110.7% |
| All | +2,250.0% | +1,982.0% | +268.0% | +1,092.4% |
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