+62.9%
KO vs AEIS
+160.8%
-97.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | -16.4% | +18.0% | +0.5% |
| 3M | +5.8% | -11.1% | +16.9% | +5.4% |
| 6M | +14.3% | -12.0% | +26.3% | +14.0% |
| YTD | +27.3% | +30.9% | -3.6% | +29.3% |
| 1Y | +33.2% | +74.3% | -41.2% | +36.7% |
| All | +62.9% | +160.8% | -97.9% | +70.6% |
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