+114.8%
ALL vs AEIS
+228.8%
-114.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.1% | -2.4% |
| 7D | -1.7% | +8.1% | -9.8% | -1.8% |
| 30D | -4.7% | -11.1% | +6.5% | -4.6% |
| 3M | +18.4% | -5.6% | +24.0% | +17.9% |
| 6M | +20.5% | -0.6% | +21.1% | +19.3% |
| YTD | +23.5% | +38.0% | -14.5% | +19.5% |
| 1Y | +29.0% | +87.2% | -58.3% | +21.4% |
| 3Y | +153.7% | +179.7% | -26.0% | +123.9% |
| 5Y | +114.8% | +241.7% | -127.0% | +77.0% |
| All | +114.8% | +228.8% | -114.0% | +77.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling