-6.4%
T vs AEIS
+6.2%
-12.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.1% | +13.2% | +1.0% |
| 7D | +5.5% | -12.7% | +18.2% | +4.3% |
| 30D | -8.9% | -28.8% | +19.9% | -11.1% |
| 3M | -5.6% | -38.0% | +32.4% | -8.4% |
| 6M | -14.3% | -45.3% | +31.0% | -16.8% |
| YTD | -7.9% | +1.1% | -9.1% | -8.2% |
| 1Y | -6.4% | +8.6% | -15.0% | -6.6% |
| All | -6.4% | +6.2% | -12.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling