+554.7%
AEIS vs SM
+16.0%
+538.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | -9.2% | +20.3% | -29.5% | -11.8% |
| 3M | -8.3% | +22.9% | -31.3% | -12.0% |
| 6M | -6.3% | +47.8% | -54.2% | -13.7% |
| YTD | +36.5% | +107.5% | -71.0% | +18.5% |
| 1Y | +84.8% | +51.7% | +33.0% | +67.7% |
| 3Y | +176.6% | -0.9% | +177.4% | +164.3% |
| 5Y | +237.1% | +112.2% | +124.8% | +179.3% |
| 10Y | +554.7% | +20.3% | +534.4% | +290.9% |
| All | +554.7% | +16.0% | +538.7% | +290.9% |
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