-8.7%
COMP vs AEIS
+142.3%
-151.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +3.8% |
| 7D | 0.0% | +11.5% | -11.5% | -5.9% |
| 30D | +16.6% | -15.8% | +32.3% | +23.9% |
| 3M | -23.5% | -33.3% | +9.8% | -9.5% |
| 6M | +25.7% | -35.2% | +60.9% | +41.4% |
| YTD | -3.4% | +5.0% | -8.4% | -28.0% |
| 1Y | +7.6% | +8.5% | -0.9% | -22.1% |
| 3Y | +423.6% | +152.9% | +270.7% | +47.0% |
| All | -8.7% | +142.3% | -151.0% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling