+233.7%
SMH vs AEIS
+142.3%
+91.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -0.6% |
| 7D | +4.9% | +11.5% | -6.6% | -2.0% |
| 30D | -13.8% | -15.8% | +1.9% | -5.6% |
| 3M | -17.4% | -33.3% | +15.9% | +3.1% |
| 6M | -15.0% | -35.2% | +20.2% | +5.5% |
| YTD | +35.2% | +5.0% | +30.1% | +17.2% |
| 1Y | +41.6% | +8.5% | +33.1% | +20.0% |
| 3Y | +215.6% | +152.9% | +62.7% | +36.0% |
| All | +233.7% | +142.3% | +91.3% | +38.0% |
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 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