+144.3%
AR vs AEIS
+228.8%
-84.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | -1.8% | +8.1% | -10.0% | -3.5% |
| 30D | +12.6% | -11.1% | +23.7% | +14.9% |
| 3M | +10.0% | -5.6% | +15.7% | +8.2% |
| 6M | +0.6% | -0.6% | +1.3% | -5.2% |
| YTD | +13.4% | +38.0% | -24.6% | -5.7% |
| 1Y | +21.7% | +87.2% | -65.5% | -10.5% |
| 3Y | +45.8% | +179.7% | -133.9% | -12.2% |
| 5Y | +144.3% | +241.7% | -97.5% | +29.8% |
| All | +144.3% | +228.8% | -84.6% | +29.8% |
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