+30.2%
KLAC vs AEIS
-1.2%
+31.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +5.5% |
| 7D | +5.7% | +3.0% | +2.8% | +3.5% |
| 30D | -3.6% | -14.6% | +11.0% | +7.9% |
| 3M | -12.8% | -12.4% | -0.4% | -2.4% |
| All | +30.2% | -1.2% | +31.4% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling