+23.1%
C vs AEIS
+3.6%
+19.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +4.7% | +23.2% | -18.5% | +1.1% |
| 30D | +0.2% | -17.0% | +17.2% | +2.6% |
| 3M | -9.3% | -32.2% | +22.8% | -4.2% |
| 6M | -0.8% | -32.6% | +31.7% | +3.0% |
| YTD | +8.5% | +9.4% | -0.9% | -2.2% |
| 1Y | +23.1% | +7.7% | +15.4% | +11.0% |
| All | +23.1% | +3.6% | +19.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling