+2,896.3%
KLAC vs AEIS
+562.2%
+2,334.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | -1.5% |
| 7D | -2.7% | +2.3% | -4.9% | -4.2% |
| 30D | -13.2% | -14.8% | +1.7% | -3.6% |
| 3M | -25.0% | -15.6% | -9.4% | -16.0% |
| 6M | +23.6% | -8.7% | +32.3% | +29.6% |
| YTD | +49.2% | +37.3% | +11.9% | +18.1% |
| 1Y | +89.3% | +80.3% | +9.0% | +22.8% |
| 3Y | +274.4% | +177.9% | +96.4% | +73.9% |
| 5Y | +440.9% | +235.8% | +205.1% | +120.8% |
| All | +2,896.3% | +562.2% | +2,334.1% | +687.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling