+65.1%
AEP vs AEIS
+238.7%
-173.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +0.9% | +6.5% | -5.6% | +0.7% |
| 30D | +1.5% | -9.2% | +10.7% | +1.7% |
| 3M | -1.7% | -8.3% | +6.7% | -1.7% |
| 6M | -4.0% | -6.3% | +2.3% | -4.4% |
| YTD | +10.6% | +36.5% | -25.9% | +8.7% |
| 1Y | +18.6% | +84.8% | -66.1% | +15.1% |
| 3Y | +78.7% | +176.6% | -97.9% | +66.8% |
| 5Y | +65.1% | +237.1% | -172.0% | +47.9% |
| All | +65.1% | +238.7% | -173.7% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling