+165.5%
YUM vs AEIS
+562.2%
-396.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.8% |
| 7D | -6.1% | +2.3% | -8.3% | -6.4% |
| 30D | -5.8% | -14.8% | +9.0% | -3.9% |
| 3M | -7.6% | -15.6% | +8.0% | -6.7% |
| 6M | -9.1% | -8.7% | -0.4% | -10.3% |
| YTD | -5.5% | +37.3% | -42.8% | -13.6% |
| 1Y | -3.7% | +80.3% | -84.0% | -16.9% |
| 3Y | +17.8% | +177.9% | -160.1% | -9.6% |
| 5Y | +19.3% | +235.8% | -216.6% | -14.3% |
| All | +165.5% | +562.2% | -396.7% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling