-53.7%
SMR vs AEIS
+159.1%
-212.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -0.7% |
| 7D | -8.3% | +11.5% | -19.8% | -14.8% |
| 30D | -20.1% | -15.8% | -4.3% | -11.9% |
| 3M | -52.7% | -33.3% | -19.4% | -40.5% |
| 6M | -61.0% | -35.2% | -25.8% | -51.3% |
| YTD | -67.1% | +5.0% | -72.1% | -72.3% |
| 1Y | -79.9% | +8.5% | -88.3% | -83.3% |
| 3Y | +101.7% | +152.9% | -51.2% | +3.8% |
| All | -53.7% | +159.1% | -212.8% | -76.6% |
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