+2,798.6%
AVGO vs AEIS
+350.2%
+2,448.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.2% |
| 7D | +25.0% | +23.2% | +1.8% | +12.2% |
| 30D | +2.0% | -17.0% | +19.0% | +11.0% |
| 3M | -12.3% | -32.2% | +19.9% | +4.5% |
| 6M | -12.8% | -32.6% | +19.7% | +0.9% |
| YTD | +5.9% | +9.4% | -3.5% | -9.4% |
| 1Y | +3.3% | +7.7% | -4.3% | -10.6% |
| 3Y | +293.1% | +157.9% | +135.1% | +108.6% |
| 5Y | +606.7% | +154.8% | +452.0% | +268.0% |
| All | +2,798.6% | +350.2% | +2,448.4% | +850.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling