+337.4%
AGI vs AEIS
+562.2%
-224.8%
-66.1%
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 | -2.7% | +2.3% | -5.0% | -3.0% |
| 30D | +7.2% | -14.8% | +22.1% | +9.3% |
| 3M | +4.3% | -15.6% | +19.8% | +5.4% |
| 6M | -27.1% | -8.7% | -18.4% | -27.2% |
| YTD | -6.6% | +37.3% | -43.9% | -11.6% |
| 1Y | +9.5% | +80.3% | -70.8% | +0.3% |
| 3Y | +208.4% | +177.9% | +30.5% | +162.3% |
| 5Y | +401.6% | +235.8% | +165.8% | +312.2% |
| All | +337.4% | +562.2% | -224.8% | +247.4% |
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