+206.8%
ON vs AEIS
+229.6%
-22.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.5% | +1.3% | +3.6% |
| 7D | +3.3% | +9.5% | -6.1% | -1.0% |
| 30D | -3.1% | -17.5% | +14.4% | +5.4% |
| 3M | -9.2% | -29.3% | +20.0% | +6.0% |
| 6M | -31.4% | -34.7% | +3.4% | -16.6% |
| YTD | +36.0% | +10.7% | +25.2% | +25.7% |
| 1Y | +52.0% | +7.4% | +44.6% | +42.4% |
| 3Y | +9.3% | +161.1% | -151.9% | -33.3% |
| 5Y | +26.5% | +150.7% | -124.2% | -18.5% |
| 10Y | +556.1% | +360.8% | +195.3% | +222.8% |
| All | +206.8% | +229.6% | -22.8% | -18.1% |
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