+50.6%
ALLE vs AEIS
+145.4%
-94.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.6% | +23.2% | -21.7% | -2.6% |
| 30D | +24.1% | -17.0% | +41.1% | +27.5% |
| 3M | +14.8% | -32.2% | +47.0% | +22.6% |
| 6M | +45.9% | -32.6% | +78.4% | +52.8% |
| YTD | +20.7% | +9.4% | +11.4% | +8.6% |
| 1Y | +14.2% | +7.7% | +6.5% | +2.9% |
| 3Y | +90.7% | +157.9% | -67.3% | +20.7% |
| 5Y | +50.6% | +154.8% | -104.2% | -8.9% |
| All | +50.6% | +145.4% | -94.9% | -8.9% |
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