+16,872.4%
COST vs AEIS
+2,641.0%
+14,231.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | -3.2% | +8.1% | -11.3% | -4.1% |
| 30D | -4.0% | -11.1% | +7.2% | -2.9% |
| 3M | -6.5% | -5.6% | -0.8% | -7.1% |
| 6M | -8.5% | -0.6% | -7.9% | -10.3% |
| YTD | +6.0% | +38.0% | -32.0% | -0.5% |
| 1Y | -5.8% | +87.2% | -93.0% | -15.3% |
| 3Y | +71.8% | +179.7% | -107.9% | +44.3% |
| 5Y | +106.2% | +241.7% | -135.5% | +67.5% |
| 10Y | +602.0% | +547.2% | +54.9% | +401.8% |
| All | +16,872.4% | +2,641.0% | +14,231.3% | +7,646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling