+316.3%
SGI vs AEIS
+355.8%
-39.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -2.2% |
| 7D | -10.5% | +9.5% | -20.0% | -14.2% |
| 30D | +0.1% | -17.5% | +17.7% | +5.1% |
| 3M | -4.0% | -29.3% | +25.3% | +5.5% |
| 6M | -5.6% | -34.7% | +29.1% | +3.5% |
| YTD | -29.5% | +10.7% | -40.2% | -40.3% |
| 1Y | -31.5% | +7.4% | -38.9% | -41.4% |
| 3Y | +71.6% | +161.1% | -89.5% | -10.3% |
| 5Y | +50.5% | +150.7% | -100.2% | -21.4% |
| All | +316.3% | +355.8% | -39.5% | +38.1% |
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 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