+42.0%
SOFI vs AEIS
+194.4%
-152.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.1% |
| 7D | -2.9% | +6.5% | -9.3% | -6.6% |
| 30D | -4.4% | -9.2% | +4.8% | +0.3% |
| 3M | +5.2% | -8.3% | +13.6% | +4.4% |
| 6M | -7.8% | -6.3% | -1.4% | -14.0% |
| YTD | -33.8% | +36.5% | -70.3% | -55.1% |
| 1Y | -33.3% | +84.8% | -118.0% | -64.7% |
| 3Y | +102.7% | +176.6% | -73.9% | -23.5% |
| 5Y | +10.5% | +237.1% | -226.6% | -64.2% |
| All | +42.0% | +194.4% | -152.4% | -55.2% |
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