+59.6%
DD vs AEIS
+238.7%
-179.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.8% | +6.5% | -10.2% | -5.7% |
| 30D | -9.2% | -9.2% | -0.1% | -6.9% |
| 3M | -9.0% | -8.3% | -0.6% | -9.3% |
| 6M | -5.0% | -6.3% | +1.4% | -7.9% |
| YTD | +7.4% | +36.5% | -29.1% | -11.0% |
| 1Y | +35.1% | +84.8% | -49.6% | -2.0% |
| 3Y | +43.2% | +176.6% | -133.4% | -16.6% |
| 5Y | +59.6% | +237.1% | -177.5% | -18.9% |
| All | +59.6% | +238.7% | -179.1% | -18.9% |
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 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