+2,327.9%
NDAQ vs AEIS
+1,189.6%
+1,138.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.4% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | +2.5% | -14.6% | +17.1% | +5.7% |
| 3M | +9.9% | -12.4% | +22.4% | +10.4% |
| 6M | +9.4% | -15.0% | +24.4% | +9.0% |
| YTD | +0.4% | +34.3% | -33.9% | -10.9% |
| 1Y | +4.0% | +87.4% | -83.3% | -15.7% |
| 3Y | +94.4% | +139.8% | -45.4% | +43.2% |
| 5Y | +56.7% | +220.7% | -164.0% | +5.1% |
| 10Y | +375.3% | +531.6% | -156.3% | +142.2% |
| All | +2,327.9% | +1,189.6% | +1,138.3% | +591.0% |
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