+2,213.5%
AEM vs AEIS
+2,566.8%
-353.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | -0.5% | +3.0% | -3.5% | -0.7% |
| 30D | +24.0% | -14.6% | +38.7% | +25.1% |
| 3M | +16.1% | -12.4% | +28.5% | +16.6% |
| 6M | -11.6% | -15.0% | +3.3% | -11.2% |
| YTD | +21.5% | +34.3% | -12.7% | +18.8% |
| 1Y | +39.2% | +87.4% | -48.2% | +33.3% |
| 3Y | +347.4% | +139.8% | +207.7% | +318.5% |
| 5Y | +290.1% | +220.7% | +69.4% | +256.7% |
| 10Y | +357.8% | +531.6% | -173.8% | +294.9% |
| All | +2,213.5% | +2,566.8% | -353.3% | +1,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling