-22.4%
SIRI vs AEIS
+173.7%
-196.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.1% |
| 7D | +0.6% | +2.3% | -1.7% | 0.0% |
| 30D | +2.5% | -14.8% | +17.3% | +5.6% |
| 3M | +6.6% | -15.6% | +22.2% | +8.4% |
| 6M | +32.9% | -8.7% | +41.6% | +29.6% |
| YTD | +50.5% | +37.3% | +13.1% | +26.2% |
| 1Y | +28.0% | +80.3% | -52.4% | -4.5% |
| 3Y | -22.4% | +177.9% | -200.3% | -51.2% |
| All | -22.4% | +173.7% | -196.1% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling