-24.2%
AR vs AEIS
+1,528.9%
-1,553.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.7% |
| 30D | +14.8% | -14.6% | +29.4% | +18.6% |
| 3M | +6.2% | -12.4% | +18.7% | +6.6% |
| 6M | +4.3% | -15.0% | +19.2% | +3.2% |
| YTD | +14.4% | +34.3% | -19.9% | -1.6% |
| 1Y | +21.3% | +87.4% | -66.0% | -6.3% |
| 3Y | +39.8% | +139.8% | -100.0% | -3.0% |
| 5Y | +142.1% | +220.7% | -78.7% | +51.5% |
| 10Y | +52.0% | +531.6% | -479.6% | -24.8% |
| All | -24.2% | +1,528.9% | -1,553.1% | -66.5% |
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