+10.8%
AEP vs AEIS
+6.2%
+4.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.1% | +10.7% | -0.5% |
| 7D | +0.8% | -12.7% | +13.5% | +0.8% |
| 30D | +7.9% | -28.8% | +36.8% | +8.2% |
| 3M | +1.5% | -38.0% | +39.5% | +1.8% |
| 6M | -2.6% | -45.3% | +42.7% | -2.3% |
| YTD | +14.7% | +1.1% | +13.5% | +13.9% |
| 1Y | +10.8% | +8.6% | +2.1% | +9.9% |
| All | +10.8% | +6.2% | +4.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling