+38.8%
M vs AEIS
+93.3%
-54.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.2% |
| 7D | +4.7% | +3.0% | +1.8% | +4.2% |
| 30D | -9.6% | -14.6% | +5.0% | -7.4% |
| 3M | +0.9% | -12.4% | +13.3% | +1.2% |
| 6M | +22.3% | -15.0% | +37.2% | +21.9% |
| YTD | +6.5% | +34.3% | -27.8% | -6.4% |
| 1Y | +38.8% | +87.4% | -48.6% | +13.4% |
| All | +38.8% | +93.3% | -54.6% | +13.4% |
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