+28.2%
BABA vs AEIS
+1,364.9%
-1,336.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.6% |
| 7D | -4.8% | +3.0% | -7.7% | -5.6% |
| 30D | -11.9% | -14.6% | +2.8% | -8.3% |
| 3M | -9.3% | -12.4% | +3.2% | -8.5% |
| 6M | -14.2% | -15.0% | +0.7% | -14.0% |
| YTD | -22.0% | +34.3% | -56.3% | -32.9% |
| 1Y | -12.7% | +87.4% | -100.1% | -33.2% |
| 3Y | +26.7% | +139.8% | -113.1% | -15.3% |
| 5Y | -29.3% | +220.7% | -250.1% | -58.2% |
| 10Y | +21.2% | +531.6% | -510.4% | -51.5% |
| All | +28.2% | +1,364.9% | -1,336.7% | -64.2% |
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 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