-18.9%
SGI vs AEIS
+93.3%
-112.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +8.5% | +3.0% | +5.6% | +8.0% |
| 30D | +0.7% | -14.6% | +15.3% | +3.1% |
| 3M | +0.6% | -12.4% | +13.0% | +0.9% |
| 6M | -17.9% | -15.0% | -3.0% | -17.8% |
| YTD | -21.2% | +34.3% | -55.5% | -23.0% |
| 1Y | -18.9% | +87.4% | -106.2% | -26.2% |
| All | -18.9% | +93.3% | -112.2% | -26.2% |
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 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