+7,369.6%
LOW vs AEIS
+2,641.0%
+4,728.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | +0.4% | +8.1% | -7.8% | -0.9% |
| 30D | -10.1% | -11.1% | +1.0% | -8.6% |
| 3M | -2.9% | -5.6% | +2.8% | -3.5% |
| 6M | -19.4% | -0.6% | -18.8% | -21.2% |
| YTD | -15.4% | +38.0% | -53.5% | -22.2% |
| 1Y | -24.9% | +87.2% | -112.2% | -35.0% |
| 3Y | -7.8% | +179.7% | -187.5% | -26.9% |
| 5Y | +8.4% | +241.7% | -233.4% | -17.8% |
| 10Y | +226.8% | +547.2% | -320.4% | +113.4% |
| All | +7,369.6% | +2,641.0% | +4,728.5% | +2,946.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling