+371.6%
ALL vs AEIS
+332.3%
+39.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.8% |
| 7D | +5.0% | +11.5% | -6.5% | +3.7% |
| 30D | +13.3% | -15.8% | +29.1% | +14.8% |
| 3M | +3.2% | -33.3% | +36.5% | +6.9% |
| 6M | +25.3% | -35.2% | +60.5% | +28.4% |
| YTD | +30.5% | +5.0% | +25.4% | +22.0% |
| 1Y | +29.2% | +8.5% | +20.7% | +20.0% |
| 3Y | +119.1% | +152.9% | -33.8% | +65.8% |
| 5Y | +162.6% | +144.6% | +18.0% | +94.1% |
| All | +371.6% | +332.3% | +39.3% | +176.5% |
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