+8.6%
AEIS vs EFV
+25.8%
-17.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.3% | -15.2% |
| 7D | -12.7% | +2.9% | -15.6% | -16.4% |
| 30D | -28.8% | +3.6% | -32.4% | -32.5% |
| 3M | -38.0% | -0.1% | -37.9% | -38.0% |
| 6M | -45.3% | +9.6% | -54.9% | -52.7% |
| YTD | +1.1% | +17.0% | -15.8% | -23.1% |
| 1Y | +8.6% | +25.7% | -17.0% | -27.7% |
| All | +8.6% | +25.8% | -17.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling