-63.7%
XYZ vs AEIS
+142.3%
-206.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +4.7% |
| 7D | -1.1% | +11.5% | -12.6% | -6.4% |
| 30D | +11.5% | -15.8% | +27.3% | +17.2% |
| 3M | +1.8% | -33.3% | +35.1% | +18.4% |
| 6M | +21.2% | -35.2% | +56.4% | +33.2% |
| YTD | +29.9% | +5.0% | +24.9% | -6.5% |
| 1Y | +35.8% | +8.5% | +27.3% | -5.7% |
| 3Y | +62.6% | +152.9% | -90.3% | -54.2% |
| All | -63.7% | +142.3% | -206.0% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling