+2,953.5%
AEIS vs EFV
+256.4%
+2,697.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.6% |
| 7D | +8.1% | +1.0% | +7.2% | +6.9% |
| 30D | -11.1% | +0.2% | -11.3% | -11.4% |
| 3M | -5.6% | +9.6% | -15.3% | -15.0% |
| 6M | -0.6% | +14.0% | -14.7% | -14.0% |
| YTD | +38.0% | +18.5% | +19.6% | +14.8% |
| 1Y | +87.2% | +27.9% | +59.3% | +43.0% |
| 3Y | +179.7% | +92.4% | +87.2% | +36.8% |
| 5Y | +241.7% | +97.2% | +144.6% | +63.7% |
| 10Y | +547.2% | +163.0% | +384.2% | +143.2% |
| All | +2,953.5% | +256.4% | +2,697.1% | +765.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling