+138.0%
B vs AEIS
+109.5%
+28.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -0.5% |
| 7D | +9.6% | -11.3% | +20.9% | +11.1% |
| 30D | +3.5% | -32.6% | +36.1% | +10.1% |
| 3M | -1.6% | -39.2% | +37.6% | +6.1% |
| 6M | -1.7% | -45.4% | +43.7% | +6.6% |
| YTD | -5.3% | -5.8% | +0.5% | -6.8% |
| 1Y | +27.2% | -10.0% | +37.2% | +26.0% |
| 3Y | +166.1% | +121.2% | +45.0% | +127.5% |
| All | +138.0% | +109.5% | +28.4% | +102.3% |
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