+30.9%
KRE vs AEIS
+238.7%
-207.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -1.1% | +6.5% | -7.5% | -2.9% |
| 30D | -3.4% | -9.2% | +5.8% | -1.1% |
| 3M | +3.7% | -8.3% | +12.1% | +3.1% |
| 6M | +14.8% | -6.3% | +21.1% | +10.7% |
| YTD | +14.7% | +36.5% | -21.8% | -5.6% |
| 1Y | +16.0% | +84.8% | -68.8% | -17.2% |
| 3Y | +84.3% | +176.6% | -92.3% | +5.6% |
| 5Y | +30.9% | +237.1% | -206.2% | -33.5% |
| All | +30.9% | +238.7% | -207.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling