+2,658.0%
NDAQ vs AEIS
+963.3%
+1,694.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.3% |
| 7D | 0.0% | +9.5% | -9.5% | -2.3% |
| 30D | +16.3% | -17.5% | +33.8% | +19.7% |
| 3M | +15.8% | -29.3% | +45.1% | +22.4% |
| 6M | +24.8% | -34.7% | +59.5% | +30.9% |
| YTD | +14.1% | +10.7% | +3.3% | +3.7% |
| 1Y | +26.5% | +7.4% | +19.1% | +15.6% |
| 3Y | +119.1% | +161.1% | -42.0% | +55.2% |
| 5Y | +70.9% | +150.7% | -79.8% | +19.2% |
| 10Y | +479.7% | +360.8% | +118.9% | +212.6% |
| All | +2,658.0% | +963.3% | +1,694.7% | +704.7% |
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