+6.6%
ON vs AEIS
+148.8%
-142.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -1.0% |
| 7D | +12.2% | +11.5% | +0.7% | +4.4% |
| 30D | -3.1% | -15.8% | +12.6% | +6.8% |
| 3M | -12.9% | -33.3% | +20.4% | +11.4% |
| 6M | -38.6% | -35.2% | -3.4% | -20.2% |
| YTD | +31.2% | +5.0% | +26.2% | +15.4% |
| 1Y | +47.6% | +8.5% | +39.2% | +26.3% |
| 3Y | +6.6% | +152.9% | -146.3% | -56.9% |
| All | +6.6% | +148.8% | -142.2% | -56.9% |
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 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