+99.2%
NI vs AEIS
+233.3%
-134.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +1.3% | +6.5% | -5.2% | +0.7% |
| 30D | -0.3% | -9.2% | +8.9% | +0.4% |
| 3M | -9.5% | -8.3% | -1.1% | -9.5% |
| 6M | -10.2% | -6.3% | -3.9% | -10.9% |
| YTD | +1.8% | +36.5% | -34.7% | -3.1% |
| 1Y | +5.7% | +84.8% | -79.1% | -3.0% |
| 3Y | +69.6% | +176.6% | -107.0% | +45.1% |
| All | +99.2% | +233.3% | -134.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling