+678.6%
AU vs AEIS
+232.6%
+446.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.5% |
| 7D | -4.3% | +2.3% | -6.5% | -4.7% |
| 30D | +7.3% | -14.8% | +22.1% | +10.4% |
| 3M | +26.3% | -15.6% | +41.9% | +28.3% |
| 6M | +1.8% | -8.7% | +10.5% | +1.7% |
| YTD | +26.8% | +37.3% | -10.5% | +18.2% |
| 1Y | +66.7% | +80.3% | -13.6% | +48.9% |
| 3Y | +579.1% | +177.9% | +401.1% | +449.9% |
| All | +678.6% | +232.6% | +446.1% | +517.4% |
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 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