+1,094.4%
AEIS vs ITOT
+891.2%
+203.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.7% |
| 7D | +8.1% | +0.7% | +7.5% | +7.0% |
| 30D | -11.1% | -1.1% | -10.0% | -9.5% |
| 3M | -5.6% | +3.9% | -9.5% | -9.8% |
| 6M | -0.6% | +14.7% | -15.4% | -18.0% |
| YTD | +38.0% | +13.3% | +24.7% | +16.6% |
| 1Y | +87.2% | +19.1% | +68.1% | +47.9% |
| 3Y | +179.7% | +77.3% | +102.3% | +26.9% |
| 5Y | +241.7% | +74.1% | +167.7% | +62.5% |
| 10Y | +547.2% | +293.1% | +254.0% | +0.3% |
| All | +1,094.4% | +891.2% | +203.3% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling