+73.3%
D vs AEIS
+117.1%
-43.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.5% |
| 7D | +3.0% | -11.3% | +14.3% | +2.9% |
| 30D | +11.5% | -32.6% | +44.1% | +11.9% |
| 3M | +3.7% | -39.2% | +42.9% | +4.2% |
| 6M | +13.5% | -45.4% | +58.9% | +14.3% |
| YTD | +20.7% | -5.8% | +26.5% | +18.6% |
| 1Y | +18.2% | -10.0% | +28.2% | +16.3% |
| 3Y | +73.3% | +121.2% | -47.9% | +47.9% |
| All | +73.3% | +117.1% | -43.8% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling