+4,070.4%
YUM vs AEIS
+889.9%
+3,180.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -3.6% | +6.5% | -10.0% | -4.3% |
| 30D | +0.4% | -9.2% | +9.6% | +1.3% |
| 3M | -3.8% | -8.3% | +4.6% | -4.0% |
| 6M | -8.3% | -6.3% | -2.0% | -9.3% |
| YTD | -2.6% | +36.5% | -39.1% | -8.6% |
| 1Y | +1.5% | +84.8% | -83.3% | -8.8% |
| 3Y | +21.6% | +176.6% | -155.0% | +1.5% |
| 5Y | +23.5% | +237.1% | -213.6% | -0.8% |
| 10Y | +178.9% | +554.7% | -375.7% | +96.5% |
| All | +4,070.4% | +889.9% | +3,180.5% | +2,018.1% |
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 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