+0.5%
LOW vs AEIS
+4.7%
-4.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.1% |
| 7D | +1.4% | +11.5% | -10.1% | +1.5% |
| 30D | +21.7% | -15.8% | +37.5% | +21.8% |
| 3M | +5.0% | -33.3% | +38.3% | +5.9% |
| 6M | +4.6% | -35.2% | +39.8% | +5.0% |
| YTD | -3.5% | +5.0% | -8.5% | -6.2% |
| 1Y | +0.5% | +8.5% | -7.9% | -2.1% |
| All | +0.5% | +4.7% | -4.1% | -2.1% |
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