+9.5%
S vs AEIS
+93.3%
-83.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.4% |
| 7D | -7.7% | +3.0% | -10.7% | -7.7% |
| 30D | -5.3% | -14.6% | +9.3% | -5.9% |
| 3M | +20.3% | -12.4% | +32.7% | +19.3% |
| 6M | +47.4% | -15.0% | +62.3% | +45.1% |
| YTD | +32.5% | +34.3% | -1.8% | +24.8% |
| 1Y | +9.5% | +87.4% | -77.8% | -5.0% |
| All | +9.5% | +93.3% | -83.8% | -5.0% |
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 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