+45.8%
ON vs AEIS
+76.3%
-30.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +1.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.8% |
| 30D | -13.5% | -16.4% | +2.9% | -4.6% |
| 3M | -36.3% | -11.1% | -25.2% | -31.4% |
| 6M | +17.8% | -12.0% | +29.8% | +25.7% |
| YTD | +29.6% | +30.9% | -1.3% | +13.3% |
| 1Y | +45.8% | +74.3% | -28.5% | +8.9% |
| All | +45.8% | +76.3% | -30.5% | +8.9% |
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