+51.5%
SGI vs AEIS
+238.7%
-187.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.6% | +6.5% | -5.9% | -1.7% |
| 30D | +5.5% | -9.2% | +14.7% | +8.4% |
| 3M | -3.6% | -8.3% | +4.8% | -4.2% |
| 6M | -15.0% | -6.3% | -8.7% | -17.7% |
| YTD | -23.0% | +36.5% | -59.5% | -37.7% |
| 1Y | -18.4% | +84.8% | -103.2% | -44.3% |
| 3Y | +57.8% | +176.6% | -118.8% | -18.6% |
| 5Y | +51.5% | +237.1% | -185.6% | -34.3% |
| All | +51.5% | +238.7% | -187.3% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling