+23.9%
BABA vs AEIS
+927.4%
-903.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -0.4% |
| 7D | +11.6% | -11.3% | +22.9% | +14.3% |
| 30D | +2.3% | -32.6% | +34.9% | +12.8% |
| 3M | -13.7% | -39.2% | +25.5% | -3.1% |
| 6M | -21.9% | -45.4% | +23.5% | -11.7% |
| YTD | -24.6% | -5.8% | -18.8% | -29.7% |
| 1Y | -34.1% | -10.0% | -24.1% | -37.8% |
| 3Y | +36.3% | +121.2% | -84.9% | -10.0% |
| 5Y | -26.7% | +110.6% | -137.4% | -51.9% |
| 10Y | +19.2% | +326.6% | -307.4% | -47.5% |
| All | +23.9% | +927.4% | -903.5% | -62.5% |
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 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