+916.1%
AEIS vs TRU
+228.6%
+687.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +4.2% |
| 7D | +8.1% | -7.2% | +15.3% | +12.1% |
| 30D | -11.1% | -2.8% | -8.3% | -10.6% |
| 3M | -5.6% | +13.0% | -18.7% | -15.4% |
| 6M | -0.6% | +0.7% | -1.3% | -6.2% |
| YTD | +38.0% | -9.0% | +47.0% | +35.5% |
| 1Y | +87.2% | -16.3% | +103.5% | +90.6% |
| 3Y | +179.7% | -1.1% | +180.7% | +142.8% |
| 5Y | +241.7% | -36.0% | +277.8% | +288.2% |
| 10Y | +547.2% | +139.9% | +407.3% | +270.6% |
| All | +916.1% | +228.6% | +687.5% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling