-9.4%
T vs AEIS
+3.6%
-13.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.5% |
| 7D | +1.6% | +23.2% | -21.6% | +3.7% |
| 30D | -2.9% | -17.0% | +14.1% | -4.1% |
| 3M | -7.5% | -32.2% | +24.7% | -9.7% |
| 6M | -9.9% | -32.6% | +22.6% | -11.7% |
| YTD | -6.4% | +9.4% | -15.8% | -5.0% |
| 1Y | -9.4% | +7.7% | -17.1% | -8.3% |
| All | -9.4% | +3.6% | -13.1% | -8.3% |
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