+305.3%
APLD vs AEIS
+148.8%
+156.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -2.5% |
| 7D | +2.7% | +11.5% | -8.8% | -6.2% |
| 30D | -21.4% | -15.8% | -5.7% | -8.9% |
| 3M | -47.8% | -33.3% | -14.5% | -27.4% |
| 6M | -64.9% | -35.2% | -29.7% | -51.3% |
| YTD | -34.9% | +5.0% | -39.9% | -43.7% |
| 1Y | -30.7% | +8.5% | -39.2% | -41.2% |
| 3Y | +305.3% | +152.9% | +152.4% | +97.8% |
| All | +305.3% | +148.8% | +156.5% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling