-22.7%
U vs AEIS
+268.1%
-290.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.0% | +9.2% | +7.3% |
| 7D | +2.6% | +11.5% | -8.9% | -4.0% |
| 30D | +27.6% | -15.8% | +43.3% | +34.8% |
| 3M | +15.3% | -33.3% | +48.6% | +36.6% |
| 6M | +96.4% | -35.2% | +131.6% | +119.4% |
| YTD | +19.6% | +5.0% | +14.5% | -14.1% |
| 1Y | +42.1% | +8.5% | +33.6% | -0.4% |
| 3Y | +87.5% | +152.9% | -65.4% | -34.8% |
| 5Y | -73.1% | +144.6% | -217.8% | -90.3% |
| All | -22.7% | +268.1% | -290.9% | -81.2% |
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