-68.4%
PL vs AEIS
-44.0%
-24.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.1% | +4.3% | +7.1% |
| 7D | -6.8% | -11.3% | +4.5% | -1.1% |
| 30D | -29.3% | -32.6% | +3.3% | -14.2% |
| 3M | -44.8% | -39.2% | -5.6% | -29.9% |
| 6M | -68.4% | -45.4% | -23.0% | -59.7% |
| All | -68.4% | -44.0% | -24.3% | -59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling