+176.3%
AEIS vs EFV
+88.7%
+87.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.3% |
| 7D | +6.5% | -0.5% | +7.0% | +7.3% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | -8.3% | +8.4% | -16.8% | -18.9% |
| 6M | -6.3% | +12.3% | -18.7% | -21.1% |
| YTD | +36.5% | +17.4% | +19.1% | +7.9% |
| 1Y | +84.8% | +27.1% | +57.6% | +30.1% |
| All | +176.3% | +88.7% | +87.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling