+13,447.0%
GOOG vs AEIS
+2,837.8%
+10,609.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +1.1% | +8.1% | -7.1% | -0.9% |
| 30D | -5.1% | -11.1% | +6.1% | -2.8% |
| 3M | -7.1% | -5.6% | -1.4% | -8.0% |
| 6M | +12.7% | -0.6% | +13.3% | +8.9% |
| YTD | +7.1% | +38.0% | -30.9% | -5.7% |
| 1Y | +43.6% | +87.2% | -43.6% | +16.1% |
| 3Y | +146.8% | +179.7% | -32.9% | +74.8% |
| 5Y | +133.7% | +241.7% | -108.1% | +55.4% |
| 10Y | +773.3% | +547.2% | +226.2% | +361.0% |
| All | +13,447.0% | +2,837.8% | +10,609.1% | +4,055.4% |
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