+682.7%
KMB vs AEIS
+2,566.8%
-1,884.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | -3.0% | +3.0% | -6.0% | -3.2% |
| 30D | -5.5% | -14.6% | +9.2% | -4.9% |
| 3M | +14.0% | -12.4% | +26.4% | +14.1% |
| 6M | +4.1% | -15.0% | +19.0% | +4.1% |
| YTD | +8.0% | +34.3% | -26.2% | +5.8% |
| 1Y | -13.7% | +87.4% | -101.1% | -16.9% |
| 3Y | -5.9% | +139.8% | -145.7% | -11.2% |
| 5Y | -8.6% | +220.7% | -229.4% | -15.4% |
| 10Y | +17.3% | +531.6% | -514.3% | +2.9% |
| All | +682.7% | +2,566.8% | -1,884.1% | +498.8% |
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