+1,901.0%
NI vs AEIS
+2,566.8%
-665.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -0.8% |
| 7D | +2.0% | +3.0% | -0.9% | +1.8% |
| 30D | -3.5% | -14.6% | +11.1% | -2.4% |
| 3M | -9.1% | -12.4% | +3.3% | -8.8% |
| 6M | -11.8% | -15.0% | +3.1% | -11.6% |
| YTD | +1.1% | +34.3% | -33.2% | -2.6% |
| 1Y | +6.7% | +87.4% | -80.7% | -0.2% |
| 3Y | +71.1% | +139.8% | -68.7% | +54.8% |
| 5Y | +94.3% | +220.7% | -126.4% | +70.0% |
| 10Y | +135.8% | +531.6% | -395.8% | +89.3% |
| All | +1,901.0% | +2,566.8% | -665.9% | +1,280.3% |
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