+994.7%
IT vs AEIS
+1,985.6%
-990.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | +1.1% | +11.5% | -10.4% | -1.1% |
| 30D | -1.8% | -15.8% | +13.9% | -0.1% |
| 3M | +4.8% | -33.3% | +38.1% | +10.4% |
| 6M | +33.0% | -35.2% | +68.2% | +37.0% |
| YTD | -23.8% | +5.0% | -28.9% | -30.3% |
| 1Y | -16.5% | +8.5% | -25.0% | -24.3% |
| 3Y | -53.6% | +152.9% | -206.5% | -65.6% |
| 5Y | -42.1% | +144.6% | -186.8% | -57.2% |
| 10Y | +90.1% | +337.1% | -247.0% | +17.5% |
| All | +994.7% | +1,985.6% | -990.9% | +231.8% |
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