+606.1%
COST vs AEIS
+562.2%
+43.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.7% | -0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | -4.7% | -14.8% | +10.1% | -3.0% |
| 3M | -7.1% | -15.6% | +8.5% | -6.3% |
| 6M | -8.5% | -8.7% | +0.2% | -9.8% |
| YTD | +5.4% | +37.3% | -31.9% | -3.1% |
| 1Y | -5.6% | +80.3% | -86.0% | -17.8% |
| 3Y | +68.5% | +177.9% | -109.5% | +32.2% |
| 5Y | +105.2% | +235.8% | -130.6% | +53.1% |
| All | +606.1% | +562.2% | +43.8% | +331.5% |
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