+3.7%
F vs AEIS
+6.2%
-2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.1% | +14.1% | +3.8% |
| 7D | +6.0% | -12.7% | +18.7% | +7.1% |
| 30D | +4.3% | -28.8% | +33.1% | +7.4% |
| 3M | -10.1% | -38.0% | +27.9% | -6.2% |
| 6M | +12.8% | -45.3% | +58.1% | +19.9% |
| YTD | -0.1% | +1.1% | -1.2% | -4.4% |
| 1Y | +3.7% | +8.6% | -4.9% | -2.8% |
| All | +3.7% | +6.2% | -2.6% | -2.8% |
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