+554.0%
XYZ vs AEIS
+599.6%
-45.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -1.4% |
| 7D | +12.1% | -11.3% | +23.4% | +16.6% |
| 30D | +12.4% | -32.6% | +45.0% | +33.0% |
| 3M | +8.2% | -39.2% | +47.3% | +32.0% |
| 6M | +20.7% | -45.4% | +66.0% | +46.5% |
| YTD | +31.3% | -5.8% | +37.1% | +8.4% |
| 1Y | +20.5% | -10.0% | +30.5% | +1.7% |
| 3Y | +72.6% | +121.2% | -48.5% | -23.9% |
| 5Y | -64.0% | +110.6% | -174.6% | -82.9% |
| 10Y | +601.8% | +326.6% | +275.2% | +101.0% |
| All | +554.0% | +599.6% | -45.6% | +54.8% |
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