+216.7%
ACWI vs AEIS
+320.4%
-103.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -1.5% |
| 7D | -2.4% | -11.3% | +8.9% | -0.1% |
| 30D | -5.2% | -32.6% | +27.4% | +3.3% |
| 3M | -4.8% | -39.2% | +34.3% | +5.5% |
| 6M | -1.3% | -45.4% | +44.0% | +10.3% |
| YTD | +8.4% | -5.8% | +14.2% | +3.2% |
| 1Y | +11.0% | -10.0% | +21.0% | +6.8% |
| 3Y | +70.6% | +121.2% | -50.6% | +22.9% |
| 5Y | +55.3% | +110.6% | -55.3% | +10.4% |
| All | +216.7% | +320.4% | -103.7% | +73.8% |
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