+133.7%
AS vs AEIS
+79.0%
+54.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +10.0% | +0.8% |
| 7D | +7.1% | -22.6% | +29.7% | +13.3% |
| 30D | +12.8% | -38.7% | +51.5% | +26.6% |
| 3M | -14.7% | -43.6% | +28.9% | -3.1% |
| 6M | -9.9% | -46.2% | +36.3% | +1.2% |
| YTD | -16.1% | -11.2% | -4.9% | -24.8% |
| 1Y | +0.2% | -17.7% | +17.8% | -7.4% |
| All | +133.7% | +79.0% | +54.7% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling