+3.3%
AVGO vs AEIS
+3.6%
-0.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.0% |
| 7D | +25.0% | +23.2% | +1.8% | +15.5% |
| 30D | +2.0% | -17.0% | +19.0% | +7.9% |
| 3M | -12.3% | -32.2% | +19.9% | -1.2% |
| 6M | -12.8% | -32.6% | +19.7% | -3.6% |
| YTD | +5.9% | +9.4% | -3.5% | -15.3% |
| 1Y | +3.3% | +7.7% | -4.3% | -14.8% |
| All | +3.3% | +3.6% | -0.3% | -14.8% |
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 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