+962.1%
IT vs AEIS
+2,566.8%
-1,604.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.1% |
| 7D | -6.0% | +3.0% | -9.0% | -6.6% |
| 30D | 0.0% | -14.6% | +14.7% | +2.5% |
| 3M | +13.1% | -12.4% | +25.5% | +12.9% |
| 6M | +11.7% | -15.0% | +26.7% | +10.2% |
| YTD | -26.1% | +34.3% | -60.4% | -34.1% |
| 1Y | -21.3% | +87.4% | -108.6% | -34.8% |
| 3Y | -46.7% | +139.8% | -186.5% | -59.1% |
| 5Y | -40.5% | +220.7% | -261.2% | -57.4% |
| 10Y | +103.9% | +531.6% | -427.7% | +19.9% |
| All | +962.1% | +2,566.8% | -1,604.7% | +213.9% |
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