+220.1%
C vs AEIS
+358.4%
-138.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.9% | -1.4% |
| 7D | -0.9% | +1.0% | -1.9% | -2.2% |
| 30D | -5.4% | -24.0% | +18.6% | +2.3% |
| 3M | -9.2% | -32.5% | +23.3% | +1.2% |
| 6M | -1.8% | -38.6% | +36.8% | +9.9% |
| YTD | +6.7% | +4.8% | +1.8% | -4.9% |
| 1Y | +23.5% | +1.3% | +22.2% | +11.3% |
| 3Y | +219.8% | +159.2% | +60.6% | +88.9% |
| 5Y | +112.4% | +140.8% | -28.4% | +24.3% |
| 10Y | +220.1% | +349.8% | -129.7% | +35.7% |
| All | +220.1% | +358.4% | -138.4% | +35.7% |
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