-46.5%
COMP vs AEIS
+100.0%
-146.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.3% | -5.6% | 0.0% |
| 7D | +14.5% | +1.0% | +13.6% | +12.3% |
| 30D | +14.9% | -24.0% | +38.9% | +28.7% |
| 3M | -14.2% | -32.5% | +18.3% | -0.2% |
| 6M | +23.7% | -38.6% | +62.3% | +43.6% |
| YTD | +2.1% | +4.8% | -2.8% | -20.7% |
| 1Y | +26.2% | +1.3% | +24.9% | -0.3% |
| 3Y | +470.9% | +159.2% | +311.7% | +91.3% |
| 5Y | -14.0% | +140.8% | -154.8% | -70.2% |
| All | -46.5% | +100.0% | -146.5% | -81.0% |
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 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