+249.5%
APLD vs AEIS
+203.2%
+46.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -4.3% |
| 7D | +19.6% | +23.2% | -3.6% | -0.5% |
| 30D | -24.5% | -17.0% | -7.5% | -10.4% |
| 3M | -45.6% | -32.2% | -13.4% | -23.9% |
| 6M | -61.4% | -32.6% | -28.9% | -47.5% |
| YTD | -30.9% | +9.4% | -40.2% | -43.4% |
| 1Y | -35.8% | +7.7% | -43.5% | -45.9% |
| 3Y | +261.4% | +157.9% | +103.5% | +27.8% |
| All | +249.5% | +203.2% | +46.3% | -14.1% |
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