+778.3%
AU vs AEIS
+3,001.7%
-2,223.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | -0.3% | +8.1% | -8.4% | -1.0% |
| 30D | +12.8% | -11.1% | +23.9% | +13.9% |
| 3M | +28.5% | -5.6% | +34.1% | +28.3% |
| 6M | +4.8% | -0.6% | +5.5% | +4.2% |
| YTD | +31.0% | +38.0% | -7.1% | +26.2% |
| 1Y | +81.4% | +87.2% | -5.8% | +70.0% |
| 3Y | +618.4% | +179.7% | +438.7% | +541.3% |
| 5Y | +686.3% | +241.7% | +444.6% | +582.8% |
| 10Y | +664.5% | +547.2% | +117.3% | +504.8% |
| All | +778.3% | +3,001.7% | -2,223.4% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling