+1,269.2%
SMH vs AEIS
+509.1%
+760.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | 0.0% |
| 7D | +5.2% | +8.1% | -2.9% | +1.8% |
| 30D | -1.5% | -11.1% | +9.6% | +3.1% |
| 3M | -4.1% | -5.6% | +1.6% | -2.9% |
| 6M | +50.8% | -0.6% | +51.4% | +47.9% |
| YTD | +59.3% | +38.0% | +21.3% | +34.8% |
| 1Y | +94.1% | +87.2% | +6.9% | +43.1% |
| 3Y | +286.7% | +179.7% | +107.0% | +137.9% |
| 5Y | +339.4% | +241.7% | +97.7% | +150.0% |
| 10Y | +1,803.3% | +547.2% | +1,256.1% | +672.3% |
| All | +1,269.2% | +509.1% | +760.1% | +170.3% |
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