-37.0%
OPEN vs AEIS
+160.4%
-197.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.6% |
| 7D | -24.7% | -6.9% | -17.8% | -23.7% |
| 30D | -41.0% | -23.2% | -17.8% | -35.0% |
| 3M | -62.4% | -29.5% | -32.9% | -57.4% |
| 6M | -73.9% | -37.9% | -35.9% | -69.7% |
| YTD | -77.5% | +6.0% | -83.5% | -83.6% |
| 1Y | -83.6% | +1.2% | -84.8% | -87.5% |
| 3Y | -37.0% | +150.0% | -187.0% | -80.6% |
| All | -37.0% | +160.4% | -197.4% | -80.6% |
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