-27.4%
ON vs AEIS
+173.5%
-200.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -6.4% |
| 7D | -2.2% | +8.1% | -10.3% | -7.5% |
| 30D | -12.4% | -11.1% | -1.3% | -5.8% |
| 3M | -41.2% | -5.6% | -35.6% | -39.7% |
| 6M | +25.0% | -0.6% | +25.6% | +21.1% |
| YTD | +31.3% | +38.0% | -6.8% | -2.3% |
| 1Y | +45.4% | +87.2% | -41.8% | -16.9% |
| 3Y | -27.4% | +179.7% | -207.1% | -71.7% |
| All | -27.4% | +173.5% | -200.9% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling