+16.7%
S vs AEIS
+157.5%
-140.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | -7.7% | +3.0% | -10.7% | -8.3% |
| 30D | -5.3% | -14.6% | +9.3% | -2.2% |
| 3M | +20.3% | -12.4% | +32.7% | +20.6% |
| 6M | +47.4% | -15.0% | +62.3% | +44.5% |
| YTD | +32.5% | +34.3% | -1.8% | +5.0% |
| 1Y | +9.5% | +87.4% | -77.8% | -28.4% |
| All | +16.7% | +157.5% | -140.8% | -40.2% |
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