+35.4%
DD vs AEIS
+6.2%
+29.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.1% | +9.4% | +0.1% |
| 7D | +8.7% | -12.7% | +21.4% | +10.9% |
| 30D | +15.3% | -28.8% | +44.2% | +21.3% |
| 3M | +5.9% | -38.0% | +43.9% | +13.6% |
| 6M | +11.6% | -45.3% | +56.9% | +20.8% |
| YTD | +26.5% | +1.1% | +25.4% | +15.8% |
| 1Y | +35.4% | +8.6% | +26.8% | +20.7% |
| All | +35.4% | +6.2% | +29.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling