+279.1%
KLAC vs AEIS
+172.0%
+107.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.4% |
| 7D | +6.2% | +6.5% | -0.3% | +1.7% |
| 30D | -5.0% | -9.2% | +4.2% | +1.1% |
| 3M | -14.4% | -8.3% | -6.1% | -8.8% |
| 6M | +28.3% | -6.3% | +34.6% | +32.4% |
| YTD | +51.1% | +36.5% | +14.6% | +20.6% |
| 1Y | +100.4% | +84.8% | +15.6% | +28.6% |
| All | +279.1% | +172.0% | +107.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling