+152.9%
AEIS vs EFV
+91.8%
+61.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.5% |
| 7D | +11.5% | +2.5% | +9.0% | +7.8% |
| 30D | -15.8% | +2.9% | -18.7% | -19.5% |
| 3M | -33.3% | -1.4% | -31.9% | -32.2% |
| 6M | -35.2% | +5.5% | -40.7% | -40.4% |
| YTD | +5.0% | +16.1% | -11.0% | -16.0% |
| 1Y | +8.5% | +20.3% | -11.8% | -17.7% |
| 3Y | +152.9% | +90.4% | +62.5% | -7.2% |
| All | +152.9% | +91.8% | +61.1% | -7.2% |
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