-50.4%
COMP vs AEIS
+102.2%
-152.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -8.0% |
| 7D | +7.2% | -6.9% | +14.1% | +9.9% |
| 30D | +6.4% | -23.2% | +29.6% | +18.5% |
| 3M | -19.4% | -29.5% | +10.0% | -8.5% |
| 6M | +14.6% | -37.9% | +52.5% | +32.2% |
| YTD | -5.5% | +6.0% | -11.5% | -27.0% |
| 1Y | +13.7% | +1.2% | +12.4% | -10.0% |
| 3Y | +409.7% | +150.0% | +259.7% | +77.2% |
| 5Y | -17.0% | +141.9% | -158.9% | -71.4% |
| All | -50.4% | +102.2% | -152.6% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling