+1,218.0%
D vs AEIS
+2,566.8%
-1,348.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +1.5% | +3.0% | -1.5% | +1.3% |
| 30D | -2.6% | -14.6% | +12.1% | -1.8% |
| 3M | 0.0% | -12.4% | +12.4% | +0.2% |
| 6M | +7.4% | -15.0% | +22.3% | +7.5% |
| YTD | +15.9% | +34.3% | -18.4% | +13.0% |
| 1Y | +18.1% | +87.4% | -69.2% | +12.9% |
| 3Y | +58.4% | +139.8% | -81.4% | +48.0% |
| 5Y | +5.2% | +220.7% | -215.5% | -3.9% |
| 10Y | +35.9% | +531.6% | -495.7% | +16.8% |
| All | +1,218.0% | +2,566.8% | -1,348.8% | +923.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling