+295.8%
AFL vs AEIS
+562.2%
-266.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.1% |
| 30D | -4.0% | -14.8% | +10.8% | -1.6% |
| 3M | -0.5% | -15.6% | +15.1% | +0.7% |
| 6M | +6.5% | -8.7% | +15.2% | +4.7% |
| YTD | +6.2% | +37.3% | -31.2% | -5.0% |
| 1Y | +8.3% | +80.3% | -72.1% | -9.7% |
| 3Y | +62.5% | +177.9% | -115.4% | +17.0% |
| 5Y | +136.2% | +235.8% | -99.7% | +55.7% |
| All | +295.8% | +562.2% | -266.4% | +88.6% |
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