-53.2%
S vs AEIS
+151.7%
-204.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | -7.7% | +3.0% | -10.7% | -8.8% |
| 30D | -5.3% | -14.6% | +9.3% | +0.3% |
| 3M | +20.3% | -12.4% | +32.7% | +20.6% |
| 6M | +47.4% | -15.0% | +62.3% | +42.7% |
| YTD | +32.5% | +34.3% | -1.8% | -4.6% |
| 1Y | +9.5% | +87.4% | -77.8% | -38.6% |
| 3Y | +15.5% | +139.8% | -124.3% | -49.5% |
| 5Y | -71.2% | +220.7% | -291.9% | -90.5% |
| All | -53.2% | +151.7% | -204.9% | -83.1% |
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