-24.0%
NKE vs AEIS
+562.2%
-586.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.7% |
| 7D | -4.2% | +2.3% | -6.4% | -4.7% |
| 30D | -8.2% | -14.8% | +6.6% | -5.1% |
| 3M | -19.1% | -15.6% | -3.5% | -18.1% |
| 6M | -32.6% | -8.7% | -23.9% | -34.5% |
| YTD | -40.7% | +37.3% | -78.0% | -49.5% |
| 1Y | -48.9% | +80.3% | -129.2% | -60.4% |
| 3Y | -59.2% | +177.9% | -237.2% | -73.5% |
| 5Y | -75.3% | +235.8% | -311.2% | -85.1% |
| All | -24.0% | +562.2% | -586.2% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling