-16.5%
SOUN vs AEIS
+289.9%
-306.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -3.5% |
| 7D | -7.1% | +2.3% | -9.4% | -8.6% |
| 30D | -15.4% | -14.8% | -0.6% | -7.8% |
| 3M | -10.6% | -15.6% | +5.0% | -5.7% |
| 6M | -19.6% | -8.7% | -10.9% | -24.4% |
| YTD | -37.2% | +37.3% | -74.5% | -59.2% |
| 1Y | -57.1% | +80.3% | -137.4% | -78.1% |
| 3Y | +178.2% | +177.9% | +0.3% | +0.2% |
| All | -16.5% | +289.9% | -306.4% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling