+82.6%
SMR vs AEIS
+172.0%
-89.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.4% |
| 7D | +13.1% | +6.5% | +6.6% | +7.8% |
| 30D | +17.8% | -9.2% | +26.9% | +25.4% |
| 3M | +8.1% | -8.3% | +16.4% | +9.6% |
| 6M | -11.1% | -6.3% | -4.8% | -14.9% |
| YTD | -23.7% | +36.5% | -60.2% | -51.6% |
| 1Y | -69.4% | +84.8% | -154.2% | -85.3% |
| All | +82.6% | +172.0% | -89.4% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling