+211.9%
B vs AEIS
+545.5%
-333.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.0% | +6.5% | -5.4% | +0.2% |
| 30D | +9.5% | -9.2% | +18.7% | +10.7% |
| 3M | +14.3% | -8.3% | +22.7% | +14.5% |
| 6M | -1.9% | -6.3% | +4.5% | -2.3% |
| YTD | +4.1% | +36.5% | -32.4% | -1.3% |
| 1Y | +56.1% | +84.8% | -28.6% | +42.5% |
| 3Y | +202.0% | +176.6% | +25.4% | +158.8% |
| 5Y | +158.8% | +237.1% | -78.3% | +114.6% |
| 10Y | +211.9% | +554.7% | -342.8% | +133.6% |
| All | +211.9% | +545.5% | -333.6% | +133.6% |
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