+80.3%
AEIS vs ITOT
+17.8%
+62.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +2.7% |
| 7D | +2.3% | -0.9% | +3.2% | +4.8% |
| 30D | -14.8% | -1.5% | -13.4% | -11.3% |
| 3M | -15.6% | +3.6% | -19.1% | -21.5% |
| 6M | -8.7% | +13.7% | -22.4% | -31.5% |
| YTD | +37.3% | +12.9% | +24.4% | +4.7% |
| 1Y | +80.3% | +17.2% | +63.2% | +24.4% |
| All | +80.3% | +17.8% | +62.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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