+6.1%
AS vs AEIS
-12.7%
+18.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -0.1% |
| 7D | +6.9% | -11.3% | +18.2% | +7.7% |
| 30D | +16.0% | -32.6% | +48.6% | +20.4% |
| 3M | -12.8% | -39.2% | +26.3% | -8.9% |
| 6M | -15.4% | -45.4% | +30.0% | -10.2% |
| YTD | -15.7% | -5.8% | -9.9% | -20.2% |
| 1Y | +6.1% | -10.0% | +16.1% | +2.6% |
| All | +6.1% | -12.7% | +18.7% | +2.6% |
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