-83.6%
OPEN vs AEIS
+228.8%
-312.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -4.7% |
| 7D | +1.0% | +8.1% | -7.1% | -5.2% |
| 30D | -11.9% | -11.1% | -0.8% | -5.3% |
| 3M | -28.8% | -5.6% | -23.1% | -32.6% |
| 6M | -38.6% | -0.6% | -38.0% | -48.9% |
| YTD | -47.3% | +38.0% | -85.4% | -70.1% |
| 1Y | -49.2% | +87.2% | -136.4% | -79.9% |
| 3Y | -18.8% | +179.7% | -198.5% | -81.5% |
| 5Y | -83.6% | +241.7% | -325.4% | -96.8% |
| All | -83.6% | +228.8% | -312.4% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling