-3.8%
AS vs AEIS
+3.6%
-7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.7% |
| 7D | -3.6% | +23.2% | -26.8% | -5.6% |
| 30D | +3.4% | -17.0% | +20.4% | +5.0% |
| 3M | -8.6% | -32.2% | +23.6% | -5.3% |
| 6M | -10.0% | -32.6% | +22.5% | -7.5% |
| YTD | -19.2% | +9.4% | -28.5% | -25.1% |
| 1Y | -3.8% | +7.7% | -11.5% | -9.9% |
| All | -3.8% | +3.6% | -7.4% | -9.9% |
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