+1,061.7%
SMH vs AEIS
+363.5%
+698.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.3% |
| 7D | +4.9% | +11.5% | -6.6% | 0.0% |
| 30D | -13.8% | -15.8% | +1.9% | -7.8% |
| 3M | -17.4% | -33.3% | +15.9% | -3.0% |
| 6M | -15.0% | -35.2% | +20.2% | +0.1% |
| YTD | +35.2% | +5.0% | +30.1% | +27.3% |
| 1Y | +41.6% | +8.5% | +33.1% | +31.5% |
| 3Y | +215.6% | +152.9% | +62.7% | +101.6% |
| 5Y | +233.2% | +144.6% | +88.6% | +116.9% |
| 10Y | +1,458.7% | +337.1% | +1,121.5% | +637.9% |
| All | +1,061.7% | +363.5% | +698.2% | +155.2% |
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 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