+1,296.4%
NKE vs AEIS
+2,610.7%
-1,314.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -2.3% | +6.5% | -8.8% | -3.2% |
| 30D | -10.4% | -9.2% | -1.2% | -9.5% |
| 3M | -15.5% | -8.3% | -7.1% | -15.8% |
| 6M | -32.6% | -6.3% | -26.3% | -33.7% |
| YTD | -39.8% | +36.5% | -76.3% | -44.3% |
| 1Y | -47.6% | +84.8% | -132.3% | -53.9% |
| 3Y | -59.0% | +176.6% | -235.6% | -66.6% |
| 5Y | -74.9% | +237.1% | -312.0% | -80.2% |
| 10Y | -21.9% | +554.7% | -576.6% | -46.0% |
| All | +1,296.4% | +2,610.7% | -1,314.3% | +568.3% |
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