+170.8%
AEP vs AEIS
+531.1%
-360.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.1% | -16.4% | +16.3% | +1.0% |
| 3M | -3.2% | -11.1% | +7.9% | -3.1% |
| 6M | -5.3% | -12.0% | +6.7% | -5.4% |
| YTD | +9.5% | +30.9% | -21.3% | +5.9% |
| 1Y | +17.5% | +74.3% | -56.8% | +10.8% |
| 3Y | +77.0% | +165.2% | -88.2% | +58.2% |
| 5Y | +66.4% | +220.0% | -153.6% | +43.7% |
| All | +170.8% | +531.1% | -360.3% | +98.6% |
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