+120.0%
ALL vs AEIS
+219.9%
-99.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -1.4% |
| 7D | 0.0% | +3.0% | -2.9% | 0.0% |
| 30D | -1.5% | -14.6% | +13.2% | -1.4% |
| 3M | +23.6% | -12.4% | +36.1% | +23.4% |
| 6M | +22.3% | -15.0% | +37.3% | +22.0% |
| YTD | +26.5% | +34.3% | -7.8% | +22.5% |
| 1Y | +27.0% | +87.4% | -60.4% | +19.3% |
| 3Y | +149.6% | +139.8% | +9.8% | +125.0% |
| All | +120.0% | +219.9% | -99.9% | +81.3% |
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