-27.6%
AR vs AEIS
+1,185.5%
-1,213.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.5% | -8.2% | +1.3% |
| 7D | -5.8% | -6.9% | +1.1% | -4.5% |
| 30D | +4.8% | -23.2% | +28.0% | +10.4% |
| 3M | +1.5% | -29.5% | +31.0% | +8.2% |
| 6M | +4.7% | -37.9% | +42.6% | +12.1% |
| YTD | +9.2% | +6.0% | +3.2% | -2.1% |
| 1Y | +11.2% | +1.2% | +9.9% | +0.8% |
| 3Y | +46.2% | +150.0% | -103.7% | -2.0% |
| 5Y | +98.1% | +141.9% | -43.8% | +30.8% |
| 10Y | +54.5% | +356.2% | -301.6% | -19.1% |
| All | -27.6% | +1,185.5% | -1,213.2% | -66.7% |
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