+9.3%
SONY vs AEIS
+219.6%
-210.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.2% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -0.4% | -16.4% | +16.0% | +2.9% |
| 3M | +13.3% | -11.1% | +24.4% | +12.4% |
| 6M | +8.5% | -12.0% | +20.5% | +6.0% |
| YTD | -8.1% | +30.9% | -39.0% | -21.3% |
| 1Y | -17.9% | +74.3% | -92.2% | -36.7% |
| 3Y | +41.4% | +165.2% | -123.7% | -10.4% |
| 5Y | +9.3% | +220.0% | -210.8% | -39.5% |
| All | +9.3% | +219.6% | -210.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling