+35.3%
D vs AEIS
+546.3%
-511.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | +0.8% | +8.1% | -7.4% | +0.2% |
| 30D | -0.7% | -11.1% | +10.4% | 0.0% |
| 3M | +2.1% | -5.6% | +7.7% | +1.8% |
| 6M | +6.8% | -0.6% | +7.5% | +5.6% |
| YTD | +16.5% | +38.0% | -21.5% | +11.5% |
| 1Y | +19.2% | +87.2% | -68.1% | +10.4% |
| 3Y | +61.9% | +179.7% | -117.8% | +41.5% |
| 5Y | +6.5% | +241.7% | -235.2% | -10.1% |
| 10Y | +35.3% | +547.2% | -511.9% | -3.9% |
| All | +35.3% | +546.3% | -511.1% | -3.9% |
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 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