+216.5%
AZN vs AEIS
+562.2%
-345.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.1% |
| 7D | -1.6% | +2.3% | -3.8% | -1.8% |
| 30D | +1.1% | -14.8% | +15.9% | +2.4% |
| 3M | -12.1% | -15.6% | +3.5% | -11.6% |
| 6M | -17.1% | -8.7% | -8.4% | -17.9% |
| YTD | -12.0% | +37.3% | -49.3% | -17.1% |
| 1Y | -0.2% | +80.3% | -80.6% | -9.4% |
| 3Y | +26.8% | +177.9% | -151.2% | +7.0% |
| 5Y | +56.9% | +235.8% | -178.9% | +26.7% |
| All | +216.5% | +562.2% | -345.7% | +112.5% |
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