+67.3%
DD vs AEIS
+531.1%
-463.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -11.5% | -16.4% | +4.9% | -6.5% |
| 3M | -5.4% | -11.1% | +5.7% | -4.7% |
| 6M | -6.9% | -12.0% | +5.1% | -7.5% |
| YTD | +6.9% | +30.9% | -24.0% | -9.2% |
| 1Y | +35.6% | +74.3% | -38.7% | +2.3% |
| 3Y | +42.5% | +165.2% | -122.6% | -12.0% |
| 5Y | +58.5% | +220.0% | -161.6% | -11.5% |
| All | +67.3% | +531.1% | -463.8% | -33.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling