-39.9%
BABA vs AEIS
+145.4%
-185.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.8% | -6.8% |
| 7D | -12.7% | +23.2% | -35.9% | -17.3% |
| 30D | -14.9% | -17.0% | +2.1% | -11.9% |
| 3M | -24.6% | -32.2% | +7.5% | -18.4% |
| 6M | -29.3% | -32.6% | +3.2% | -25.3% |
| YTD | -35.0% | +9.4% | -44.4% | -42.8% |
| 1Y | -39.7% | +7.7% | -47.4% | -46.8% |
| 3Y | +21.2% | +157.9% | -136.8% | -30.1% |
| 5Y | -39.9% | +154.8% | -194.7% | -68.2% |
| All | -39.9% | +145.4% | -185.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling