+64.7%
D vs AEIS
+157.5%
-92.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | +1.5% | +3.0% | -1.5% | +1.4% |
| 30D | -2.6% | -14.6% | +12.1% | -2.2% |
| 3M | 0.0% | -12.4% | +12.4% | +0.1% |
| 6M | +7.4% | -15.0% | +22.3% | +7.4% |
| YTD | +15.9% | +34.3% | -18.4% | +13.0% |
| 1Y | +18.1% | +87.4% | -69.2% | +12.4% |
| All | +64.7% | +157.5% | -92.7% | +40.1% |
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