+244.7%
APLD vs AEIS
+190.6%
+54.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.3% | -3.8% | -2.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.1% |
| 30D | -29.4% | -24.0% | -5.4% | -9.7% |
| 3M | -42.8% | -32.5% | -10.3% | -19.8% |
| 6M | -59.5% | -38.6% | -20.9% | -40.2% |
| YTD | -31.8% | +4.8% | -36.7% | -42.1% |
| 1Y | -46.0% | +1.3% | -47.4% | -51.9% |
| 3Y | +252.0% | +159.2% | +92.8% | +22.4% |
| All | +244.7% | +190.6% | +54.1% | -12.2% |
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