+886.3%
DD vs AEIS
+1,985.6%
-1,099.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | +5.0% | +11.5% | -6.6% | +2.9% |
| 30D | +19.7% | -15.8% | +35.4% | +22.7% |
| 3M | +7.2% | -33.3% | +40.5% | +14.0% |
| 6M | +1.0% | -35.2% | +36.2% | +6.6% |
| YTD | +29.1% | +5.0% | +24.1% | +23.7% |
| 1Y | +28.5% | +8.5% | +20.0% | +22.3% |
| 3Y | +89.4% | +152.9% | -63.4% | +52.8% |
| 5Y | +67.1% | +144.6% | -77.5% | +34.5% |
| 10Y | +97.5% | +337.1% | -239.6% | +39.4% |
| All | +886.3% | +1,985.6% | -1,099.3% | +409.1% |
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