+470.9%
COMP vs AEIS
+152.4%
+318.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.3% | -5.6% | +2.2% |
| 7D | +14.5% | +1.0% | +13.6% | +13.2% |
| 30D | +14.9% | -24.0% | +38.9% | +23.4% |
| 3M | -14.2% | -32.5% | +18.3% | -5.5% |
| 6M | +23.7% | -38.6% | +62.3% | +37.0% |
| YTD | +2.1% | +4.8% | -2.8% | -12.9% |
| 1Y | +26.2% | +1.3% | +24.9% | +8.9% |
| 3Y | +470.9% | +159.2% | +311.7% | +123.1% |
| All | +470.9% | +152.4% | +318.5% | +123.1% |
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 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