+12.4%
AA vs AEIS
+238.7%
-226.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.4% |
| 7D | -0.6% | +6.5% | -7.1% | -3.6% |
| 30D | -1.6% | -9.2% | +7.6% | +2.4% |
| 3M | -29.8% | -8.3% | -21.5% | -30.1% |
| 6M | -16.6% | -6.3% | -10.3% | -20.7% |
| YTD | -4.0% | +36.5% | -40.5% | -27.6% |
| 1Y | +63.5% | +84.8% | -21.3% | +1.8% |
| 3Y | +86.8% | +176.6% | -89.8% | -13.1% |
| 5Y | +12.4% | +237.1% | -224.7% | -55.1% |
| All | +12.4% | +238.7% | -226.4% | -55.1% |
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