+7.6%
COMP vs AEIS
+4.7%
+2.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.3% |
| 7D | 0.0% | +11.5% | -11.5% | -1.7% |
| 30D | +16.6% | -15.8% | +32.3% | +18.3% |
| 3M | -23.5% | -33.3% | +9.8% | -19.6% |
| 6M | +25.7% | -35.2% | +60.9% | +30.0% |
| YTD | -3.4% | +5.0% | -8.4% | -8.8% |
| 1Y | +7.6% | +8.5% | -0.9% | -1.0% |
| All | +7.6% | +4.7% | +2.9% | -1.0% |
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 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