+19,792.2%
KLAC vs AEIS
+2,641.0%
+17,151.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.6% |
| 7D | +10.6% | +8.1% | +2.5% | +6.8% |
| 30D | -4.5% | -11.1% | +6.6% | +0.6% |
| 3M | -10.3% | -5.6% | -4.6% | -7.1% |
| 6M | +40.9% | -0.6% | +41.5% | +42.0% |
| YTD | +56.1% | +38.0% | +18.1% | +35.9% |
| 1Y | +109.0% | +87.2% | +21.8% | +58.2% |
| 3Y | +288.8% | +179.7% | +109.1% | +144.8% |
| 5Y | +489.1% | +241.7% | +247.4% | +245.6% |
| 10Y | +3,041.8% | +547.2% | +2,494.6% | +1,269.3% |
| All | +19,792.2% | +2,641.0% | +17,151.2% | +2,950.3% |
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 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