+360.8%
AEIS vs SFM
+140.8%
+220.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +4.0% |
| 7D | +9.5% | -7.1% | +16.5% | +10.7% |
| 30D | -17.5% | -21.4% | +3.9% | -15.3% |
| 3M | -29.3% | -40.1% | +10.8% | -24.2% |
| 6M | -34.7% | -38.0% | +3.3% | -31.0% |
| YTD | +10.7% | -36.5% | +47.3% | +15.4% |
| 1Y | +7.4% | -35.2% | +42.6% | +11.2% |
| 3Y | +161.1% | +23.5% | +137.7% | +131.7% |
| 5Y | +150.7% | +109.7% | +41.0% | +93.9% |
| 10Y | +360.8% | +132.6% | +228.3% | +232.2% |
| All | +360.8% | +140.8% | +220.1% | +232.2% |
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