+20.0%
YUM vs AEIS
+232.6%
-212.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.5% |
| 7D | -6.1% | +2.3% | -8.3% | -6.3% |
| 30D | -5.8% | -14.8% | +9.0% | -4.7% |
| 3M | -7.6% | -15.6% | +8.0% | -7.1% |
| 6M | -9.1% | -8.7% | -0.4% | -10.1% |
| YTD | -5.5% | +37.3% | -42.8% | -11.7% |
| 1Y | -3.7% | +80.3% | -84.0% | -14.1% |
| 3Y | +17.8% | +177.9% | -160.1% | -5.7% |
| All | +20.0% | +232.6% | -212.5% | -12.1% |
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