-17.9%
COMP vs AEIS
+109.5%
-127.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.1% | +4.6% | +7.5% |
| 7D | +13.4% | -11.3% | +24.7% | +19.1% |
| 30D | +11.1% | -32.6% | +43.7% | +33.6% |
| 3M | -18.8% | -39.2% | +20.3% | +0.8% |
| 6M | +10.5% | -45.4% | +55.9% | +37.9% |
| YTD | -3.4% | -5.8% | +2.4% | -23.4% |
| 1Y | +19.7% | -10.0% | +29.7% | -2.4% |
| 3Y | +381.6% | +121.2% | +260.4% | +48.8% |
| All | -17.9% | +109.5% | -127.4% | -76.1% |
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 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