+23.1%
Q vs AEIS
-3.5%
+26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +3.0% |
| 7D | +0.3% | -11.3% | +11.6% | +5.8% |
| 30D | -9.8% | -32.6% | +22.8% | +10.2% |
| 3M | -12.2% | -39.2% | +26.9% | +12.5% |
| 6M | -21.6% | -45.4% | +23.7% | +5.1% |
| YTD | +43.6% | -5.8% | +49.4% | +54.1% |
| 1Y | +25.7% | -10.0% | +35.7% | +36.2% |
| All | +23.1% | -3.5% | +26.6% | +32.0% |
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