+626.8%
T vs AEIS
+2,004.7%
-1,377.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | +2.6% | -6.9% | +9.5% | +3.0% |
| 30D | -1.1% | -23.2% | +22.1% | +0.7% |
| 3M | -7.7% | -29.5% | +21.7% | -5.7% |
| 6M | -10.6% | -37.9% | +27.3% | -8.4% |
| YTD | -7.5% | +6.0% | -13.4% | -10.4% |
| 1Y | -7.4% | +1.2% | -8.7% | -10.1% |
| 3Y | +63.1% | +150.0% | -86.9% | +42.0% |
| 5Y | +55.2% | +141.9% | -86.7% | +33.8% |
| 10Y | +58.8% | +356.2% | -297.4% | +23.4% |
| All | +626.8% | +2,004.7% | -1,377.9% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling