-1.4%
LOW vs AEIS
+6.2%
-7.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.1% | +18.6% | +7.3% |
| 7D | +15.6% | -12.7% | +28.3% | +15.5% |
| 30D | +28.6% | -28.8% | +57.4% | +29.1% |
| 3M | +5.8% | -38.0% | +43.9% | +6.7% |
| 6M | +3.8% | -45.3% | +49.1% | +5.4% |
| YTD | -2.8% | +1.1% | -3.9% | -3.6% |
| 1Y | -1.4% | +8.6% | -10.0% | -1.6% |
| All | -1.4% | +6.2% | -7.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling