+9.8%
O vs AEIS
+3.6%
+6.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.6% |
| 7D | -0.4% | +23.2% | -23.6% | +0.6% |
| 30D | +8.3% | -17.0% | +25.3% | +7.8% |
| 3M | -4.0% | -32.2% | +28.2% | -4.9% |
| 6M | -2.6% | -32.6% | +29.9% | -3.4% |
| YTD | +9.9% | +9.4% | +0.5% | +8.1% |
| 1Y | +9.8% | +7.7% | +2.2% | +7.9% |
| All | +9.8% | +3.6% | +6.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling