+291.3%
IR vs AEIS
+265.7%
+25.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | -2.8% | +3.0% | -5.8% | -3.8% |
| 30D | -15.1% | -14.6% | -0.5% | -11.0% |
| 3M | +6.1% | -12.4% | +18.5% | +7.4% |
| 6M | -16.8% | -15.0% | -1.9% | -15.9% |
| YTD | -3.5% | +34.3% | -37.8% | -18.3% |
| 1Y | -3.5% | +87.4% | -90.9% | -28.8% |
| 3Y | +9.5% | +139.8% | -130.3% | -29.1% |
| 5Y | +45.1% | +220.7% | -175.7% | -17.6% |
| All | +291.3% | +265.7% | +25.6% | +75.8% |
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 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