+171.9%
B vs AEIS
+2,566.8%
-2,394.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +9.4% | -14.6% | +24.1% | +10.4% |
| 3M | +5.0% | -12.4% | +17.4% | +5.4% |
| 6M | -3.5% | -15.0% | +11.4% | -3.1% |
| YTD | +4.5% | +34.3% | -29.8% | +2.2% |
| 1Y | +67.8% | +87.4% | -19.6% | +61.0% |
| 3Y | +196.7% | +139.8% | +56.9% | +178.8% |
| 5Y | +151.9% | +220.7% | -68.8% | +131.8% |
| 10Y | +202.2% | +531.6% | -329.4% | +163.4% |
| All | +171.9% | +2,566.8% | -2,394.9% | +108.9% |
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