+43.5%
F vs AEIS
+117.1%
-73.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.8% |
| 7D | +1.6% | -11.3% | +12.8% | +3.2% |
| 30D | +2.6% | -32.6% | +35.2% | +9.8% |
| 3M | -8.8% | -39.2% | +30.3% | -1.0% |
| 6M | +4.6% | -45.4% | +50.0% | +14.8% |
| YTD | -1.9% | -5.8% | +3.9% | -9.5% |
| 1Y | -0.8% | -10.0% | +9.2% | -7.4% |
| 3Y | +43.5% | +121.2% | -77.7% | -12.1% |
| All | +43.5% | +117.1% | -73.6% | -12.1% |
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