+2,175.9%
APD vs AEIS
+2,566.8%
-390.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | -2.2% | +3.0% | -5.2% | -2.6% |
| 30D | +2.1% | -14.6% | +16.7% | +4.0% |
| 3M | +7.2% | -12.4% | +19.6% | +7.7% |
| 6M | +11.2% | -15.0% | +26.2% | +11.5% |
| YTD | +24.4% | +34.3% | -9.9% | +16.7% |
| 1Y | +6.7% | +87.4% | -80.7% | -5.0% |
| 3Y | +9.2% | +139.8% | -130.5% | -7.6% |
| 5Y | +27.4% | +220.7% | -193.4% | +2.4% |
| 10Y | +164.8% | +531.6% | -366.8% | +87.3% |
| All | +2,175.9% | +2,566.8% | -390.9% | +1,028.0% |
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