+18.0%
Q vs AEIS
+6.2%
+11.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.1% | +11.1% | +5.9% |
| 7D | -3.3% | -12.7% | +9.4% | +3.3% |
| 30D | -9.7% | -28.8% | +19.1% | +7.7% |
| 3M | -16.1% | -38.0% | +21.9% | +7.1% |
| 6M | -15.7% | -45.3% | +29.6% | +12.5% |
| YTD | +45.7% | +1.1% | +44.6% | +47.1% |
| 1Y | +18.0% | +8.6% | +9.4% | +16.8% |
| All | +18.0% | +6.2% | +11.8% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling