-70.8%
OPEN vs AEIS
+334.4%
-405.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.0% |
| 7D | -4.3% | +3.0% | -7.2% | -6.2% |
| 30D | -16.2% | -14.6% | -1.6% | -7.8% |
| 3M | -36.4% | -12.4% | -23.9% | -35.3% |
| 6M | -35.5% | -15.0% | -20.5% | -36.9% |
| YTD | -46.0% | +34.3% | -80.3% | -65.1% |
| 1Y | -47.1% | +87.4% | -134.5% | -75.0% |
| 3Y | -19.0% | +139.8% | -158.8% | -70.4% |
| 5Y | -83.6% | +220.7% | -304.3% | -94.9% |
| All | -70.8% | +334.4% | -405.3% | -91.5% |
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