+208.8%
ALLE vs AEIS
+347.9%
-139.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.1% | -6.9% | +7.0% | +1.2% |
| 30D | +25.9% | -23.2% | +49.1% | +32.4% |
| 3M | +14.9% | -29.5% | +44.4% | +22.4% |
| 6M | +42.1% | -37.9% | +80.0% | +53.1% |
| YTD | +20.4% | +6.0% | +14.4% | +9.3% |
| 1Y | +14.9% | +1.2% | +13.6% | +5.4% |
| 3Y | +90.1% | +150.0% | -59.9% | +26.0% |
| 5Y | +53.0% | +141.9% | -88.9% | 0.0% |
| 10Y | +208.8% | +356.2% | -147.3% | +43.3% |
| All | +208.8% | +347.9% | -139.1% | +43.3% |
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 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