+521.0%
AEIS vs SFM
+268.6%
+252.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -0.2% | -8.8% | +8.6% | +1.3% |
| 30D | -16.4% | -14.5% | -2.0% | -14.3% |
| 3M | -11.1% | -16.8% | +5.7% | -8.8% |
| 6M | -12.0% | -5.3% | -6.7% | -12.6% |
| YTD | +30.9% | -9.4% | +40.2% | +30.4% |
| 1Y | +74.3% | -46.2% | +120.5% | +92.3% |
| 3Y | +165.2% | +81.3% | +83.9% | +122.5% |
| 5Y | +220.0% | +211.9% | +8.2% | +131.7% |
| All | +521.0% | +268.6% | +252.4% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling