+259.2%
SGI vs AEIS
+531.1%
-271.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +1.6% | -16.4% | +18.0% | +8.4% |
| 3M | -3.2% | -11.1% | +8.0% | -2.5% |
| 6M | -16.0% | -12.0% | -4.0% | -16.4% |
| YTD | -25.4% | +30.9% | -56.3% | -38.7% |
| 1Y | -21.6% | +74.3% | -95.9% | -44.8% |
| 3Y | +52.9% | +165.2% | -112.3% | -16.8% |
| 5Y | +47.5% | +220.0% | -172.5% | -28.2% |
| All | +259.2% | +531.1% | -271.8% | -6.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling