+165.4%
C vs AEIS
+1,770.4%
-1,604.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -0.9% |
| 7D | -2.4% | -11.3% | +8.9% | -0.2% |
| 30D | -6.0% | -32.6% | +26.6% | +2.0% |
| 3M | -10.5% | -39.2% | +28.6% | -1.4% |
| 6M | -5.7% | -45.4% | +39.7% | +4.8% |
| YTD | +4.1% | -5.8% | +9.9% | +0.8% |
| 1Y | +20.5% | -10.0% | +30.5% | +17.7% |
| 3Y | +208.1% | +121.2% | +87.0% | +138.8% |
| 5Y | +110.4% | +110.6% | -0.2% | +62.3% |
| 10Y | +234.6% | +326.6% | -92.0% | +110.6% |
| All | +165.4% | +1,770.4% | -1,604.9% | +5.2% |
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