+200.5%
P vs AEIS
+148.8%
+51.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.4% |
| 7D | +11.6% | +11.5% | +0.1% | +4.5% |
| 30D | -23.7% | -15.8% | -7.9% | -15.9% |
| 3M | -8.0% | -33.3% | +25.3% | +14.3% |
| 6M | +27.9% | -35.2% | +63.1% | +57.4% |
| YTD | +61.2% | +5.0% | +56.1% | +38.6% |
| 1Y | +28.6% | +8.5% | +20.1% | +8.0% |
| 3Y | +200.5% | +152.9% | +47.6% | +24.3% |
| All | +200.5% | +148.8% | +51.7% | +24.3% |
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