+3.4%
NI vs AEIS
+81.9%
-78.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.2% |
| 7D | 0.0% | +2.3% | -2.2% | 0.0% |
| 30D | -1.4% | -14.8% | +13.4% | -0.9% |
| 3M | -10.6% | -15.6% | +5.0% | -10.4% |
| 6M | -9.3% | -8.7% | -0.6% | -9.7% |
| YTD | +1.1% | +37.3% | -36.2% | -1.1% |
| 1Y | +3.4% | +80.3% | -77.0% | +1.7% |
| All | +3.4% | +81.9% | -78.5% | +1.7% |
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 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