+242.2%
A vs AEIS
+558.2%
-316.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -4.4% | +6.5% | -10.8% | -6.0% |
| 30D | -2.7% | -9.2% | +6.5% | -0.7% |
| 3M | +7.0% | -8.3% | +15.4% | +6.7% |
| 6M | +24.6% | -6.3% | +31.0% | +21.2% |
| YTD | +7.0% | +36.5% | -29.5% | -7.9% |
| 1Y | +15.6% | +84.8% | -69.2% | -10.3% |
| 3Y | +29.9% | +176.6% | -146.7% | -13.8% |
| 5Y | -15.4% | +237.1% | -252.5% | -48.4% |
| All | +242.2% | +558.2% | -316.0% | +52.9% |
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 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