+207.2%
ON vs AEIS
+225.6%
-18.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | +17.0% | +23.2% | -6.2% | +5.6% |
| 30D | -3.9% | -17.0% | +13.1% | +4.4% |
| 3M | -11.5% | -32.2% | +20.6% | +5.5% |
| 6M | -29.2% | -32.6% | +3.4% | -15.3% |
| YTD | +36.2% | +9.4% | +26.8% | +26.6% |
| 1Y | +49.6% | +7.7% | +42.0% | +40.0% |
| 3Y | +9.4% | +157.9% | -148.5% | -32.8% |
| 5Y | +25.8% | +154.8% | -128.9% | -19.4% |
| 10Y | +557.1% | +355.2% | +201.9% | +225.2% |
| All | +207.2% | +225.6% | -18.4% | -17.5% |
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