-2.4%
U vs AEIS
+76.3%
-78.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -4.1% | -16.4% | +12.3% | -1.4% |
| 3M | +57.8% | -11.1% | +68.9% | +56.2% |
| 6M | +103.5% | -12.0% | +115.6% | +94.2% |
| YTD | -4.8% | +30.9% | -35.6% | -33.7% |
| 1Y | -2.4% | +74.3% | -76.7% | -37.6% |
| All | -2.4% | +76.3% | -78.7% | -37.6% |
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