+209.9%
ON vs AEIS
+299.7%
-89.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.2% |
| 7D | +2.4% | +3.0% | -0.5% | +1.0% |
| 30D | -3.3% | -14.6% | +11.4% | +4.1% |
| 3M | -43.6% | -12.4% | -31.1% | -40.0% |
| 6M | +19.0% | -15.0% | +33.9% | +27.5% |
| YTD | +37.4% | +34.3% | +3.1% | +16.8% |
| 1Y | +54.8% | +87.4% | -32.6% | +11.2% |
| 3Y | -25.2% | +139.8% | -164.9% | -52.1% |
| 5Y | +62.7% | +220.7% | -158.0% | -5.8% |
| 10Y | +574.3% | +531.6% | +42.7% | +190.1% |
| All | +209.9% | +299.7% | -89.8% | -23.9% |
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 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