+408.7%
AEM vs AEIS
+332.3%
+76.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.6% |
| 7D | -6.8% | +11.5% | -18.4% | -8.3% |
| 30D | +0.8% | -15.8% | +16.6% | +2.5% |
| 3M | -0.8% | -33.3% | +32.5% | +3.8% |
| 6M | -8.5% | -35.2% | +26.7% | -4.6% |
| YTD | +5.9% | +5.0% | +0.9% | +3.5% |
| 1Y | +6.6% | +8.5% | -1.9% | +3.7% |
| 3Y | +302.2% | +152.9% | +149.3% | +246.5% |
| 5Y | +250.8% | +144.6% | +106.2% | +198.9% |
| All | +408.7% | +332.3% | +76.4% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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