+2,579.1%
ALL vs AEIS
+2,566.8%
+12.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -1.6% |
| 7D | 0.0% | +3.0% | -2.9% | -0.3% |
| 30D | -1.5% | -14.6% | +13.2% | +0.1% |
| 3M | +23.6% | -12.4% | +36.1% | +23.7% |
| 6M | +22.3% | -15.0% | +37.3% | +22.0% |
| YTD | +26.5% | +34.3% | -7.8% | +18.7% |
| 1Y | +27.0% | +87.4% | -60.4% | +13.7% |
| 3Y | +149.6% | +139.8% | +9.8% | +111.3% |
| 5Y | +118.1% | +220.7% | -102.7% | +75.2% |
| 10Y | +369.0% | +531.6% | -162.6% | +230.9% |
| All | +2,579.1% | +2,566.8% | +12.3% | +1,286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling