+533.2%
XYZ vs AEIS
+897.5%
-364.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.0% |
| 7D | -1.0% | +3.0% | -3.9% | -2.5% |
| 30D | -1.7% | -14.6% | +12.9% | +5.7% |
| 3M | +16.7% | -12.4% | +29.2% | +17.0% |
| 6M | +26.9% | -15.0% | +41.8% | +24.3% |
| YTD | +27.1% | +34.3% | -7.1% | -8.3% |
| 1Y | +9.3% | +87.4% | -78.1% | -37.8% |
| 3Y | +42.3% | +139.8% | -97.5% | -34.5% |
| 5Y | -69.3% | +220.7% | -290.1% | -87.8% |
| 10Y | +586.8% | +531.6% | +55.2% | +69.0% |
| All | +533.2% | +897.5% | -364.3% | +30.9% |
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