+11.1%
SMR vs AEIS
+240.5%
-229.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.8% | +12.5% | +13.4% |
| 7D | +21.4% | +8.1% | +13.3% | +15.4% |
| 30D | +13.8% | -11.1% | +25.0% | +22.0% |
| 3M | +3.9% | -5.6% | +9.6% | +4.0% |
| 6M | -4.2% | -0.6% | -3.6% | -9.4% |
| YTD | -21.1% | +38.0% | -59.1% | -42.8% |
| 1Y | -67.1% | +87.2% | -154.3% | -80.3% |
| 3Y | +88.9% | +179.7% | -90.8% | -12.3% |
| All | +11.1% | +240.5% | -229.4% | -51.8% |
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