-5.6%
SGI vs AEIS
-35.1%
+29.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -0.6% |
| 7D | -10.5% | +9.5% | -20.0% | -10.8% |
| 30D | +0.1% | -17.5% | +17.7% | +1.8% |
| 3M | -4.0% | -29.3% | +25.3% | -0.7% |
| 6M | -5.6% | -34.7% | +29.1% | -3.0% |
| All | -5.6% | -35.1% | +29.5% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling