+14.5%
NET vs AEIS
+6.2%
+8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | -1.7% |
| 7D | -16.4% | -12.7% | -3.7% | -15.5% |
| 30D | -25.8% | -28.8% | +3.0% | -24.6% |
| 3M | -11.5% | -38.0% | +26.5% | -9.6% |
| 6M | +18.9% | -45.3% | +64.2% | +21.2% |
| YTD | +35.2% | +1.1% | +34.1% | +22.1% |
| 1Y | +14.5% | +8.6% | +5.8% | +2.1% |
| All | +14.5% | +6.2% | +8.2% | +2.1% |
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