+2,141.3%
NI vs AEIS
+1,985.6%
+155.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.8% |
| 7D | +4.3% | +11.5% | -7.2% | +3.4% |
| 30D | +12.4% | -15.8% | +28.1% | +13.4% |
| 3M | +10.2% | -33.3% | +43.5% | +13.1% |
| 6M | -0.8% | -35.2% | +34.4% | +1.4% |
| YTD | +13.2% | +5.0% | +8.2% | +10.7% |
| 1Y | +10.1% | +8.5% | +1.6% | +7.3% |
| 3Y | +103.1% | +152.9% | -49.8% | +82.1% |
| 5Y | +115.5% | +144.6% | -29.1% | +91.8% |
| 10Y | +195.5% | +337.1% | -141.6% | +142.8% |
| All | +2,141.3% | +1,985.6% | +155.7% | +1,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling