+327.2%
SMH vs AEIS
+232.6%
+94.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.5% | -1.5% |
| 7D | +0.3% | +2.3% | -2.0% | -1.2% |
| 30D | -2.8% | -14.8% | +12.0% | +6.4% |
| 3M | -6.7% | -15.6% | +8.9% | +0.8% |
| 6M | +41.8% | -8.7% | +50.5% | +42.3% |
| YTD | +57.9% | +37.3% | +20.5% | +19.2% |
| 1Y | +87.6% | +80.3% | +7.3% | +15.6% |
| 3Y | +282.9% | +177.9% | +105.0% | +65.2% |
| All | +327.2% | +232.6% | +94.6% | +54.1% |
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 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