+87.4%
AEIS vs EFV
+30.7%
+56.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.6% |
| 7D | +3.0% | +1.5% | +1.5% | +0.5% |
| 30D | -14.6% | +1.7% | -16.4% | -17.1% |
| 3M | -12.4% | +8.6% | -21.1% | -23.5% |
| 6M | -15.0% | +11.7% | -26.6% | -28.7% |
| YTD | +34.3% | +19.3% | +15.0% | -0.3% |
| 1Y | +87.4% | +30.2% | +57.2% | +19.1% |
| All | +87.4% | +30.7% | +56.7% | +19.1% |
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