-21.8%
PATH vs AEIS
+117.1%
-139.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -1.2% |
| 7D | -5.3% | -11.3% | +6.0% | -3.7% |
| 30D | -0.5% | -32.6% | +32.1% | +6.4% |
| 3M | -7.1% | -39.2% | +32.0% | +0.6% |
| 6M | +23.8% | -45.4% | +69.2% | +34.7% |
| YTD | -20.7% | -5.8% | -14.9% | -36.1% |
| 1Y | -8.1% | -10.0% | +1.9% | -24.4% |
| 3Y | -21.8% | +121.2% | -143.0% | -62.3% |
| All | -21.8% | +117.1% | -139.0% | -62.3% |
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