+3,891.8%
O vs AEIS
+2,566.8%
+1,325.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.1% |
| 30D | -1.9% | -14.6% | +12.8% | -0.3% |
| 3M | +3.8% | -12.4% | +16.3% | +4.1% |
| 6M | -4.7% | -15.0% | +10.2% | -4.7% |
| YTD | +12.5% | +34.3% | -21.8% | +6.2% |
| 1Y | +10.8% | +87.4% | -76.5% | 0.0% |
| 3Y | +28.8% | +139.8% | -111.0% | +10.4% |
| 5Y | +13.2% | +220.7% | -207.5% | -7.7% |
| 10Y | +53.5% | +531.6% | -478.1% | +11.1% |
| All | +3,891.8% | +2,566.8% | +1,325.0% | +2,086.2% |
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