+7.8%
D vs AEIS
+219.5%
-211.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | +1.5% | +3.0% | -1.5% | +1.3% |
| 30D | -2.6% | -14.6% | +12.1% | -2.0% |
| 3M | 0.0% | -12.4% | +12.4% | +0.2% |
| 6M | +7.4% | -15.0% | +22.3% | +7.4% |
| YTD | +15.9% | +34.3% | -18.4% | +12.3% |
| 1Y | +18.1% | +87.4% | -69.2% | +11.3% |
| 3Y | +58.4% | +139.8% | -81.4% | +42.7% |
| All | +7.8% | +219.5% | -211.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling