+157.6%
B vs AEIS
+219.5%
-61.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.6% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | +9.4% | -14.6% | +24.1% | +12.2% |
| 3M | +5.0% | -12.4% | +17.4% | +5.9% |
| 6M | -3.5% | -15.0% | +11.4% | -2.7% |
| YTD | +4.5% | +34.3% | -29.8% | -2.1% |
| 1Y | +67.8% | +87.4% | -19.6% | +50.0% |
| 3Y | +196.7% | +139.8% | +56.9% | +149.5% |
| All | +157.6% | +219.5% | -61.9% | +110.6% |
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 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