+9.1%
IR vs AEIS
+6.2%
+2.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.1% | +10.7% | +1.6% |
| 7D | +11.6% | -12.7% | +24.3% | +14.0% |
| 30D | +7.2% | -28.8% | +36.0% | +13.5% |
| 3M | -5.9% | -38.0% | +32.1% | +1.7% |
| 6M | +11.5% | -45.3% | +56.8% | +22.7% |
| YTD | +6.3% | +1.1% | +5.2% | +3.1% |
| 1Y | +9.1% | +8.6% | +0.5% | +4.7% |
| All | +9.1% | +6.2% | +2.8% | +4.7% |
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