+68.0%
ACWI vs AEIS
+219.5%
-151.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | +0.5% | +3.0% | -2.5% | -0.2% |
| 30D | +0.9% | -14.6% | +15.5% | +4.3% |
| 3M | +2.4% | -12.4% | +14.8% | +3.5% |
| 6M | +12.4% | -15.0% | +27.3% | +13.0% |
| YTD | +15.2% | +34.3% | -19.1% | +1.4% |
| 1Y | +22.7% | +87.4% | -64.7% | -3.0% |
| 3Y | +75.8% | +139.8% | -64.0% | +23.6% |
| All | +68.0% | +219.5% | -151.5% | +2.3% |
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