+8.6%
AR vs AEIS
+6.8%
+1.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -2.9% | +1.6% |
| 7D | +2.1% | +9.5% | -7.4% | +2.2% |
| 30D | +4.5% | -17.5% | +22.0% | +3.3% |
| 3M | +1.0% | -29.3% | +30.3% | -0.8% |
| 6M | +4.4% | -34.7% | +39.1% | +3.0% |
| YTD | +10.9% | +10.7% | +0.2% | +0.7% |
| 1Y | +8.6% | +7.4% | +1.2% | -0.6% |
| All | +8.6% | +6.8% | +1.7% | -0.6% |
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