+62.0%
T vs AEIS
+157.6%
-95.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | +1.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.9% |
| 30D | -1.7% | -24.0% | +22.3% | -3.1% |
| 3M | -7.3% | -32.5% | +25.2% | -9.1% |
| 6M | -11.2% | -38.6% | +27.4% | -12.9% |
| YTD | -8.1% | +4.8% | -12.9% | -7.3% |
| 1Y | -8.0% | +1.3% | -9.3% | -7.3% |
| All | +62.0% | +157.6% | -95.5% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling