+270.7%
SGI vs AEIS
+558.2%
-287.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.6% | +6.5% | -5.9% | -2.0% |
| 30D | +5.5% | -9.2% | +14.7% | +8.7% |
| 3M | -3.6% | -8.3% | +4.8% | -4.1% |
| 6M | -15.0% | -6.3% | -8.7% | -17.6% |
| YTD | -23.0% | +36.5% | -59.5% | -37.9% |
| 1Y | -18.4% | +84.8% | -103.2% | -44.0% |
| 3Y | +57.8% | +176.6% | -118.8% | -15.6% |
| 5Y | +51.5% | +237.1% | -185.6% | -27.8% |
| All | +270.7% | +558.2% | -287.5% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling