+555.9%
XYZ vs AEIS
+722.4%
-166.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -2.1% |
| 7D | -2.2% | +9.5% | -11.7% | -7.3% |
| 30D | +11.6% | -17.5% | +29.1% | +18.8% |
| 3M | +8.4% | -29.3% | +37.7% | +22.4% |
| 6M | +17.2% | -34.7% | +51.9% | +29.3% |
| YTD | +31.7% | +10.7% | +21.0% | -0.1% |
| 1Y | +30.1% | +7.4% | +22.7% | -0.1% |
| 3Y | +66.4% | +161.1% | -94.7% | -32.7% |
| 5Y | -62.2% | +150.7% | -212.9% | -83.6% |
| 10Y | +621.5% | +360.8% | +260.7% | +95.3% |
| All | +555.9% | +722.4% | -166.6% | +42.6% |
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 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