-21.9%
AS vs AEIS
+93.3%
-115.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.3% |
| 7D | -4.9% | +3.0% | -7.9% | -5.2% |
| 30D | -19.6% | -14.6% | -5.0% | -18.4% |
| 3M | -14.4% | -12.4% | -1.9% | -14.5% |
| 6M | -20.1% | -15.0% | -5.2% | -20.6% |
| YTD | -20.9% | +34.3% | -55.2% | -26.0% |
| 1Y | -21.9% | +87.4% | -109.2% | -30.4% |
| All | -21.9% | +93.3% | -115.2% | -30.4% |
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