-2.4%
SIRI vs AEIS
+2,610.7%
-2,613.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -3.9% | +6.5% | -10.4% | -5.2% |
| 30D | -0.8% | -9.2% | +8.3% | +0.9% |
| 3M | +4.3% | -8.3% | +12.7% | +3.9% |
| 6M | +34.1% | -6.3% | +40.4% | +31.6% |
| YTD | +47.3% | +36.5% | +10.8% | +32.3% |
| 1Y | +22.9% | +84.8% | -61.8% | +2.7% |
| 3Y | -24.6% | +176.6% | -201.2% | -43.1% |
| 5Y | -43.2% | +237.1% | -280.3% | -59.8% |
| 10Y | -12.3% | +554.7% | -567.0% | -50.0% |
| All | -2.4% | +2,610.7% | -2,613.0% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling