+208.8%
C vs AEIS
+347.9%
-139.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | -0.4% | -6.9% | +6.5% | +1.3% |
| 30D | -5.2% | -23.2% | +18.0% | +2.2% |
| 3M | -9.1% | -29.5% | +20.4% | -0.3% |
| 6M | -1.6% | -37.9% | +36.3% | +9.8% |
| YTD | +6.9% | +6.0% | +1.0% | -5.0% |
| 1Y | +23.0% | +1.2% | +21.7% | +10.9% |
| 3Y | +216.1% | +150.0% | +66.2% | +89.6% |
| 5Y | +112.2% | +141.9% | -29.6% | +24.0% |
| 10Y | +208.8% | +356.2% | -147.4% | +28.3% |
| All | +208.8% | +347.9% | -139.2% | +28.3% |
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 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