+117.1%
AA vs AEIS
+531.1%
-413.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -2.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -10.7% | -16.4% | +5.7% | -2.9% |
| 3M | -26.2% | -11.1% | -15.0% | -25.3% |
| 6M | -20.9% | -12.0% | -8.9% | -21.8% |
| YTD | -8.6% | +30.9% | -39.5% | -28.4% |
| 1Y | +57.4% | +74.3% | -16.9% | +3.9% |
| 3Y | +77.8% | +165.2% | -87.4% | -10.5% |
| 5Y | +2.7% | +220.0% | -217.3% | -54.7% |
| All | +117.1% | +531.1% | -413.9% | -37.7% |
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