-49.3%
COMP vs AEIS
+100.4%
-149.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +3.7% |
| 7D | 0.0% | +11.5% | -11.5% | -5.6% |
| 30D | +16.6% | -15.8% | +32.3% | +23.5% |
| 3M | -23.5% | -33.3% | +9.8% | -10.4% |
| 6M | +25.7% | -35.2% | +60.9% | +40.9% |
| YTD | -3.4% | +5.0% | -8.4% | -25.2% |
| 1Y | +7.6% | +8.5% | -0.9% | -18.8% |
| 3Y | +423.6% | +152.9% | +270.7% | +79.4% |
| 5Y | -10.6% | +144.6% | -155.2% | -69.1% |
| All | -49.3% | +100.4% | -149.7% | -82.1% |
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