-52.0%
ROKU vs AEIS
+232.6%
-284.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -2.1% |
| 7D | -0.4% | +2.3% | -2.7% | -1.8% |
| 30D | +2.1% | -14.8% | +16.9% | +9.9% |
| 3M | +29.5% | -15.6% | +45.1% | +33.6% |
| 6M | +53.8% | -8.7% | +62.5% | +45.2% |
| YTD | +42.8% | +37.3% | +5.5% | -2.1% |
| 1Y | +60.7% | +80.3% | -19.6% | -13.1% |
| 3Y | +83.9% | +177.9% | -94.0% | -35.8% |
| All | -52.0% | +232.6% | -284.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling