-44.8%
COMP vs AEIS
+156.2%
-201.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.8% |
| 7D | +1.4% | +3.0% | -1.6% | -0.3% |
| 30D | -13.3% | -14.6% | +1.3% | -6.8% |
| 3M | +41.1% | -12.4% | +53.6% | +42.0% |
| 6M | +17.2% | -15.0% | +32.1% | +16.9% |
| YTD | +5.2% | +34.3% | -29.1% | -25.1% |
| 1Y | +18.9% | +87.4% | -68.4% | -35.8% |
| 3Y | +215.9% | +139.8% | +76.1% | +29.4% |
| 5Y | -31.2% | +220.7% | -251.9% | -78.3% |
| All | -44.8% | +156.2% | -201.0% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling