+233.8%
AEIS vs EFV
+94.7%
+139.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.1% |
| 7D | +6.5% | -0.5% | +7.0% | +7.2% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | -8.3% | +8.4% | -16.8% | -17.6% |
| 6M | -6.3% | +12.3% | -18.7% | -19.3% |
| YTD | +36.5% | +17.4% | +19.1% | +11.4% |
| 1Y | +84.8% | +27.1% | +57.6% | +36.5% |
| 3Y | +176.6% | +90.7% | +85.9% | +25.0% |
| All | +233.8% | +94.7% | +139.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling