+86.2%
AEP vs AEIS
+142.3%
-56.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | +2.9% | +11.5% | -8.6% | +2.6% |
| 30D | +3.2% | -15.8% | +19.0% | +3.5% |
| 3M | +3.8% | -33.3% | +37.1% | +4.8% |
| 6M | +2.5% | -35.2% | +37.7% | +3.2% |
| YTD | +15.5% | +5.0% | +10.4% | +14.0% |
| 1Y | +9.6% | +8.5% | +1.1% | +8.1% |
| 3Y | +91.2% | +152.9% | -61.7% | +75.8% |
| All | +86.2% | +142.3% | -56.1% | +67.2% |
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