+741.2%
T vs AEIS
+2,566.8%
-1,825.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.2% |
| 7D | -1.3% | +3.0% | -4.2% | -1.5% |
| 30D | +11.4% | -14.6% | +26.0% | +12.7% |
| 3M | +14.3% | -12.4% | +26.7% | +14.5% |
| 6M | -9.3% | -15.0% | +5.7% | -9.3% |
| YTD | +7.1% | +34.3% | -27.2% | +2.3% |
| 1Y | -9.1% | +87.4% | -96.5% | -16.3% |
| 3Y | +105.3% | +139.8% | -34.4% | +81.1% |
| 5Y | +66.8% | +220.7% | -153.9% | +41.1% |
| 10Y | +66.8% | +531.6% | -464.8% | +26.8% |
| All | +741.2% | +2,566.8% | -1,825.6% | +403.3% |
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 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