+672.3%
AU vs AEIS
+562.2%
+110.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.2% |
| 7D | -4.3% | +2.3% | -6.5% | -4.6% |
| 30D | +7.3% | -14.8% | +22.1% | +9.7% |
| 3M | +26.3% | -15.6% | +41.9% | +28.0% |
| 6M | +1.8% | -8.7% | +10.5% | +1.9% |
| YTD | +26.8% | +37.3% | -10.5% | +20.2% |
| 1Y | +66.7% | +80.3% | -13.6% | +52.7% |
| 3Y | +579.1% | +177.9% | +401.1% | +478.2% |
| 5Y | +689.3% | +235.8% | +453.5% | +549.9% |
| All | +672.3% | +562.2% | +110.1% | +521.1% |
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