+94.6%
SOFI vs AEIS
+173.7%
-79.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -2.0% |
| 7D | -4.9% | +2.3% | -7.2% | -6.2% |
| 30D | -3.5% | -14.8% | +11.4% | +4.2% |
| 3M | +3.9% | -15.6% | +19.5% | +8.3% |
| 6M | -6.5% | -8.7% | +2.2% | -11.1% |
| YTD | -33.8% | +37.3% | -71.2% | -55.2% |
| 1Y | -33.3% | +80.3% | -113.6% | -64.2% |
| 3Y | +94.6% | +177.9% | -83.3% | -27.0% |
| All | +94.6% | +173.7% | -79.1% | -27.0% |
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 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