+2.1%
AS vs AEIS
+6.2%
-4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.1% | +16.3% | +6.1% |
| 7D | +13.8% | -12.7% | +26.5% | +14.9% |
| 30D | +16.7% | -28.8% | +45.5% | +20.5% |
| 3M | -11.5% | -38.0% | +26.5% | -7.5% |
| 6M | -5.5% | -45.3% | +39.8% | +0.6% |
| YTD | -14.2% | +1.1% | -15.3% | -16.9% |
| 1Y | +2.1% | +8.6% | -6.6% | -1.9% |
| All | +2.1% | +6.2% | -4.2% | -1.9% |
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