+135.0%
GOOG vs AEIS
+219.6%
-84.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -3.6% | -16.4% | +12.8% | +0.9% |
| 3M | -6.4% | -11.1% | +4.7% | -6.3% |
| 6M | +7.8% | -12.0% | +19.8% | +6.5% |
| YTD | +5.5% | +30.9% | -25.4% | -11.0% |
| 1Y | +38.3% | +74.3% | -36.1% | +3.5% |
| 3Y | +143.1% | +165.2% | -22.1% | +45.4% |
| 5Y | +135.0% | +220.0% | -85.0% | +20.8% |
| All | +135.0% | +219.6% | -84.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling