+391.7%
APP vs AEIS
+147.2%
+244.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.0% |
| 7D | +0.9% | +3.0% | -2.1% | -0.7% |
| 30D | -23.3% | -14.6% | -8.6% | -17.8% |
| 3M | -42.6% | -12.4% | -30.2% | -42.2% |
| 6M | -33.6% | -15.0% | -18.6% | -35.4% |
| YTD | -52.4% | +34.3% | -86.7% | -66.3% |
| 1Y | -35.9% | +87.4% | -123.3% | -64.7% |
| 3Y | +642.2% | +139.8% | +502.4% | +227.7% |
| 5Y | +311.1% | +220.7% | +90.3% | +41.3% |
| All | +391.7% | +147.2% | +244.4% | +68.3% |
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