+219.2%
ALLE vs AEIS
+320.4%
-101.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.4% |
| 7D | -0.6% | -11.3% | +10.7% | +1.7% |
| 30D | +25.3% | -32.6% | +57.9% | +36.1% |
| 3M | +10.3% | -39.2% | +49.4% | +22.0% |
| 6M | +38.0% | -45.4% | +83.4% | +53.5% |
| YTD | +17.8% | -5.8% | +23.6% | +10.2% |
| 1Y | +13.6% | -10.0% | +23.6% | +7.4% |
| 3Y | +89.2% | +121.2% | -32.0% | +29.4% |
| 5Y | +51.1% | +110.6% | -59.6% | +2.3% |
| All | +219.2% | +320.4% | -101.2% | +53.0% |
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 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