+1,273.3%
D vs AEIS
+1,770.4%
-497.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.8% |
| 7D | +3.0% | -11.3% | +14.3% | +3.4% |
| 30D | +11.5% | -32.6% | +44.1% | +13.4% |
| 3M | +3.7% | -39.2% | +42.9% | +5.9% |
| 6M | +13.5% | -45.4% | +58.9% | +16.1% |
| YTD | +20.7% | -5.8% | +26.5% | +19.5% |
| 1Y | +18.2% | -10.0% | +28.2% | +17.2% |
| 3Y | +73.3% | +121.2% | -47.9% | +61.9% |
| 5Y | +12.3% | +110.6% | -98.4% | +4.4% |
| 10Y | +43.4% | +326.6% | -283.2% | +25.3% |
| All | +1,273.3% | +1,770.4% | -497.1% | +981.5% |
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