+8.5%
NI vs AEIS
+6.2%
+2.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.1% | +12.6% | +1.8% |
| 7D | +3.9% | -12.7% | +16.6% | +4.3% |
| 30D | +15.3% | -28.8% | +44.1% | +16.6% |
| 3M | +2.4% | -38.0% | +40.4% | +4.0% |
| 6M | -4.5% | -45.3% | +40.8% | -2.7% |
| YTD | +11.4% | +1.1% | +10.2% | +8.3% |
| 1Y | +8.5% | +8.6% | -0.1% | +4.8% |
| All | +8.5% | +6.2% | +2.2% | +4.8% |
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 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