+2,616.1%
SO vs AEIS
+2,004.7%
+611.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -0.1% | -6.9% | +6.8% | 0.0% |
| 30D | +8.7% | -23.2% | +31.9% | +9.4% |
| 3M | +3.4% | -29.5% | +32.9% | +4.2% |
| 6M | +3.7% | -37.9% | +41.6% | +4.7% |
| YTD | +10.0% | +6.0% | +4.1% | +8.9% |
| 1Y | +6.6% | +1.2% | +5.4% | +5.6% |
| 3Y | +52.5% | +150.0% | -97.5% | +45.5% |
| 5Y | +76.1% | +141.9% | -65.8% | +67.4% |
| 10Y | +194.9% | +356.2% | -161.3% | +171.1% |
| All | +2,616.1% | +2,004.7% | +611.5% | +2,362.0% |
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