+2,613.8%
SO vs AEIS
+1,982.0%
+631.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -10.0% | +1.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +8.6% | -24.0% | +32.6% | +9.3% |
| 3M | +1.8% | -32.5% | +34.3% | +2.8% |
| 6M | +3.6% | -38.6% | +42.2% | +4.6% |
| YTD | +9.9% | +4.8% | +5.1% | +8.9% |
| 1Y | +5.7% | +1.3% | +4.4% | +4.8% |
| 3Y | +52.5% | +159.2% | -106.7% | +45.3% |
| 5Y | +77.3% | +140.8% | -63.5% | +68.6% |
| 10Y | +186.8% | +349.8% | -163.0% | +163.8% |
| All | +2,613.8% | +1,982.0% | +631.8% | +2,360.7% |
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