+98.2%
DD vs AEIS
+332.3%
-234.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.7% |
| 7D | +5.0% | +11.5% | -6.6% | +1.1% |
| 30D | +19.7% | -15.8% | +35.4% | +25.1% |
| 3M | +7.2% | -33.3% | +40.5% | +19.9% |
| 6M | +1.0% | -35.2% | +36.2% | +10.8% |
| YTD | +29.1% | +5.0% | +24.1% | +15.7% |
| 1Y | +28.5% | +8.5% | +20.0% | +13.5% |
| 3Y | +89.4% | +152.9% | -63.4% | +15.7% |
| 5Y | +67.1% | +144.6% | -77.5% | +0.3% |
| All | +98.2% | +332.3% | -234.1% | -11.1% |
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 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