+2,274.3%
APD vs AEIS
+2,004.7%
+269.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -0.2% | -6.9% | +6.7% | +0.4% |
| 30D | +11.0% | -23.2% | +34.2% | +14.1% |
| 3M | +2.0% | -29.5% | +31.5% | +5.6% |
| 6M | +7.1% | -37.9% | +45.0% | +11.5% |
| YTD | +29.8% | +6.0% | +23.8% | +24.4% |
| 1Y | +24.0% | +1.2% | +22.8% | +19.5% |
| 3Y | +27.2% | +150.0% | -122.8% | +5.9% |
| 5Y | +12.8% | +141.9% | -129.1% | -6.6% |
| 10Y | +185.0% | +356.2% | -171.1% | +108.4% |
| All | +2,274.3% | +2,004.7% | +269.6% | +1,103.0% |
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