-35.7%
AUR vs AEIS
+226.1%
-261.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.4% | -2.1% |
| 7D | +1.4% | +2.3% | -0.8% | -0.4% |
| 30D | -6.4% | -14.8% | +8.4% | +5.0% |
| 3M | +7.7% | -15.6% | +23.3% | +17.1% |
| 6M | +44.5% | -8.7% | +53.2% | +39.2% |
| YTD | +67.4% | +37.3% | +30.1% | +7.8% |
| 1Y | +15.4% | +80.3% | -64.9% | -44.6% |
| 3Y | +94.8% | +177.9% | -83.1% | -37.7% |
| 5Y | -35.1% | +235.8% | -270.9% | -82.1% |
| All | -35.7% | +226.1% | -261.8% | -82.4% |
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