+575.6%
AU vs AEIS
+160.8%
+414.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.4% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | +7.3% | -16.4% | +23.7% | +11.3% |
| 3M | +33.2% | -11.1% | +44.4% | +33.4% |
| 6M | -0.6% | -12.0% | +11.4% | -0.1% |
| YTD | +26.2% | +30.9% | -4.7% | +17.6% |
| 1Y | +68.3% | +74.3% | -6.1% | +49.6% |
| All | +575.6% | +160.8% | +414.7% | +389.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling