+226.1%
ACWI vs AEIS
+546.3%
-320.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +1.1% | +8.1% | -7.1% | -0.9% |
| 30D | -0.2% | -11.1% | +10.9% | +2.3% |
| 3M | +4.7% | -5.6% | +10.3% | +4.0% |
| 6M | +14.5% | -0.6% | +15.1% | +10.8% |
| YTD | +14.6% | +38.0% | -23.4% | +0.8% |
| 1Y | +21.4% | +87.2% | -65.8% | -2.5% |
| 3Y | +77.6% | +179.7% | -102.1% | +23.0% |
| 5Y | +68.1% | +241.7% | -173.7% | +7.4% |
| 10Y | +226.1% | +547.2% | -321.1% | +54.5% |
| All | +226.1% | +546.3% | -320.2% | +54.5% |
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