-26.3%
LOW vs AEIS
+81.9%
-108.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | 0.0% |
| 7D | -3.7% | +2.3% | -6.0% | -3.8% |
| 30D | -8.9% | -14.8% | +5.9% | -8.4% |
| 3M | -10.4% | -15.6% | +5.2% | -10.2% |
| 6M | -19.4% | -8.7% | -10.7% | -19.8% |
| YTD | -17.1% | +37.3% | -54.4% | -17.8% |
| 1Y | -26.3% | +80.3% | -106.6% | -27.3% |
| All | -26.3% | +81.9% | -108.2% | -27.3% |
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 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