+11.2%
AR vs AEIS
-1.0%
+12.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.5% | -8.2% | +4.6% |
| 7D | -5.8% | -6.9% | +1.1% | -6.2% |
| 30D | +4.8% | -23.2% | +28.0% | +3.4% |
| 3M | +1.5% | -29.5% | +31.0% | -0.2% |
| 6M | +4.7% | -37.9% | +42.6% | +3.1% |
| YTD | +9.2% | +6.0% | +3.2% | +0.2% |
| 1Y | +11.2% | +1.2% | +9.9% | +3.6% |
| All | +11.2% | -1.0% | +12.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling