+207.2%
COMP vs AEIS
+142.1%
+65.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | +1.4% | +3.0% | -1.6% | +0.3% |
| 30D | -13.3% | -14.6% | +1.3% | -9.0% |
| 3M | +41.1% | -12.4% | +53.6% | +42.2% |
| 6M | +17.2% | -15.0% | +32.1% | +17.6% |
| YTD | +5.2% | +34.3% | -29.1% | -16.5% |
| 1Y | +18.9% | +87.4% | -68.4% | -23.2% |
| All | +207.2% | +142.1% | +65.1% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling