+483.7%
APLD vs AEIS
+282.7%
+201.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +4.9% |
| 7D | +16.6% | +8.1% | +8.4% | +9.0% |
| 30D | -3.1% | -11.1% | +8.0% | +6.7% |
| 3M | -30.9% | -5.6% | -25.2% | -30.1% |
| 6M | +12.6% | -0.6% | +13.3% | +5.4% |
| YTD | +15.5% | +38.0% | -22.6% | -23.0% |
| 1Y | +103.5% | +87.2% | +16.3% | +0.6% |
| 3Y | +446.5% | +179.7% | +266.8% | +85.3% |
| All | +483.7% | +282.7% | +201.1% | +16.8% |
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