+216.9%
M vs AEIS
+1,770.4%
-1,553.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -5.8% |
| 7D | -4.3% | -11.3% | +7.0% | -2.6% |
| 30D | +1.3% | -32.6% | +33.9% | +8.1% |
| 3M | -7.4% | -39.2% | +31.8% | +0.3% |
| 6M | +18.3% | -45.4% | +63.7% | +29.0% |
| YTD | +7.6% | -5.8% | +13.4% | +4.2% |
| 1Y | +17.4% | -10.0% | +27.4% | +14.6% |
| 3Y | +108.4% | +121.2% | -12.8% | +69.2% |
| 5Y | -10.6% | +110.6% | -121.3% | -26.6% |
| 10Y | -3.2% | +326.6% | -329.8% | -32.7% |
| All | +216.9% | +1,770.4% | -1,553.5% | +43.8% |
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