+20.2%
RF vs AEIS
-2.1%
+22.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.3% | -9.1% | +1.5% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | +7.0% | -24.0% | +31.1% | +8.7% |
| 3M | -7.0% | -32.5% | +25.5% | -4.9% |
| 6M | +6.8% | -38.6% | +45.3% | +9.5% |
| YTD | +9.9% | +4.8% | +5.1% | +2.6% |
| All | +20.2% | -2.1% | +22.3% | +13.3% |
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 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