-7.4%
T vs AEIS
+6.8%
-14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.9% |
| 7D | +2.0% | +9.5% | -7.5% | +2.9% |
| 30D | -1.0% | -17.5% | +16.5% | -2.3% |
| 3M | -8.1% | -29.3% | +21.2% | -10.0% |
| 6M | -8.3% | -34.7% | +26.4% | -10.1% |
| YTD | -6.1% | +10.7% | -16.8% | -4.1% |
| 1Y | -7.4% | +7.4% | -14.8% | -5.8% |
| All | -7.4% | +6.8% | -14.2% | -5.8% |
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