+231.8%
AEIS vs ITOT
+74.3%
+157.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +3.5% |
| 7D | +2.3% | -0.9% | +3.2% | +3.9% |
| 30D | -14.8% | -1.5% | -13.4% | -12.5% |
| 3M | -15.6% | +3.6% | -19.1% | -19.3% |
| 6M | -8.7% | +13.7% | -22.4% | -24.7% |
| YTD | +37.3% | +12.9% | +24.4% | +15.2% |
| 1Y | +80.3% | +17.2% | +63.2% | +43.8% |
| 3Y | +177.9% | +75.6% | +102.3% | +27.1% |
| All | +231.8% | +74.3% | +157.5% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling