-7.5%
IR vs AEIS
+85.4%
-92.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.9% | +6.5% | -8.4% | -3.1% |
| 30D | -15.0% | -9.2% | -5.9% | -13.8% |
| 3M | -0.4% | -8.3% | +7.9% | -0.6% |
| 6M | -15.0% | -6.3% | -8.7% | -16.0% |
| YTD | -7.1% | +36.5% | -43.6% | -14.6% |
| 1Y | -7.5% | +84.8% | -92.3% | -22.0% |
| All | -7.5% | +85.4% | -92.9% | -22.0% |
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