+163.6%
W vs AEIS
+1,424.1%
-1,260.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.0% |
| 7D | -4.2% | +3.0% | -7.1% | -5.9% |
| 30D | -7.6% | -14.6% | +7.1% | +1.0% |
| 3M | +37.2% | -12.4% | +49.6% | +42.2% |
| 6M | +26.3% | -15.0% | +41.3% | +29.0% |
| YTD | -1.0% | +34.3% | -35.3% | -27.2% |
| 1Y | +20.1% | +87.4% | -67.3% | -32.1% |
| 3Y | +37.8% | +139.8% | -102.0% | -33.5% |
| 5Y | -63.7% | +220.7% | -284.4% | -84.4% |
| 10Y | +156.3% | +531.6% | -375.3% | -32.9% |
| All | +163.6% | +1,424.1% | -1,260.5% | -48.8% |
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