+44.3%
AR vs AEIS
+545.5%
-501.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -1.2% | +6.5% | -7.6% | -2.8% |
| 30D | +5.5% | -9.2% | +14.7% | +7.6% |
| 3M | +12.9% | -8.3% | +21.2% | +11.9% |
| 6M | +0.1% | -6.3% | +6.4% | -3.8% |
| YTD | +13.5% | +36.5% | -23.0% | -4.5% |
| 1Y | +21.6% | +84.8% | -63.2% | -8.4% |
| 3Y | +46.0% | +176.6% | -130.6% | -7.3% |
| 5Y | +143.7% | +237.1% | -93.4% | +41.5% |
| 10Y | +44.3% | +554.7% | -510.4% | -38.4% |
| All | +44.3% | +545.5% | -501.2% | -38.4% |
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