+369.0%
RF vs AEIS
+1,770.4%
-1,401.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.6% |
| 7D | -0.9% | -11.3% | +10.4% | +1.0% |
| 30D | +6.0% | -32.6% | +38.6% | +13.7% |
| 3M | -8.9% | -39.2% | +30.3% | -0.9% |
| 6M | +2.3% | -45.4% | +47.7% | +11.7% |
| YTD | +7.6% | -5.8% | +13.4% | +3.6% |
| 1Y | +21.2% | -10.0% | +31.2% | +17.6% |
| 3Y | +108.5% | +121.2% | -12.6% | +64.5% |
| 5Y | +43.2% | +110.6% | -67.4% | +12.8% |
| 10Y | +288.1% | +326.6% | -38.6% | +158.8% |
| All | +369.0% | +1,770.4% | -1,401.4% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling