+270.6%
C vs AEIS
+157.5%
+113.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +3.6% | +3.0% | +0.7% | +2.8% |
| 30D | +0.1% | -14.6% | +14.7% | +4.1% |
| 3M | +2.4% | -12.4% | +14.9% | +3.6% |
| 6M | +24.9% | -15.0% | +39.9% | +25.4% |
| YTD | +19.8% | +34.3% | -14.5% | +2.1% |
| 1Y | +44.9% | +87.4% | -42.5% | +7.3% |
| All | +270.6% | +157.5% | +113.1% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling