+335.2%
AEIS vs SM
+18.0%
+317.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +11.5% | +9.4% | +2.1% | +9.9% |
| 30D | -15.8% | -14.4% | -1.4% | -13.8% |
| 3M | -33.3% | +1.6% | -34.9% | -33.8% |
| 6M | -35.2% | +6.3% | -41.5% | -36.8% |
| YTD | +5.0% | +78.8% | -73.8% | -7.2% |
| 1Y | +8.5% | +83.1% | -74.7% | -4.8% |
| 3Y | +152.9% | -5.9% | +158.8% | +143.0% |
| 5Y | +144.6% | +4.8% | +139.8% | +123.9% |
| All | +335.2% | +18.0% | +317.2% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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