+20.1%
COMP vs AEIS
+6.2%
+13.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -11.1% | +18.9% | +9.1% |
| 7D | +9.5% | -12.7% | +22.2% | +11.1% |
| 30D | +8.1% | -28.8% | +36.9% | +13.3% |
| 3M | -16.3% | -38.0% | +21.7% | -10.5% |
| 6M | +42.2% | -45.3% | +87.5% | +53.8% |
| YTD | -5.0% | +1.1% | -6.2% | -10.6% |
| 1Y | +20.1% | +8.6% | +11.5% | +9.5% |
| All | +20.1% | +6.2% | +13.8% | +9.5% |
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 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