+440.7%
AME vs AEIS
+332.3%
+108.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.6% |
| 7D | +5.9% | +11.5% | -5.6% | +2.4% |
| 30D | -1.9% | -15.8% | +13.8% | +2.2% |
| 3M | -5.4% | -33.3% | +27.9% | +4.8% |
| 6M | +4.9% | -35.2% | +40.1% | +14.9% |
| YTD | +18.5% | +5.0% | +13.4% | +10.8% |
| 1Y | +25.5% | +8.5% | +17.0% | +16.0% |
| 3Y | +63.0% | +152.9% | -89.9% | +10.9% |
| 5Y | +78.3% | +144.6% | -66.3% | +18.8% |
| All | +440.7% | +332.3% | +108.4% | +190.3% |
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