+67.9%
NI vs AEIS
+160.8%
-92.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -1.4% | -16.4% | +15.0% | -0.3% |
| 3M | -10.6% | -11.1% | +0.6% | -10.5% |
| 6M | -9.9% | -12.0% | +2.1% | -10.1% |
| YTD | +1.2% | +30.9% | -29.7% | -2.7% |
| 1Y | +4.4% | +74.3% | -69.9% | -2.5% |
| All | +67.9% | +160.8% | -92.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling