+99.4%
DE vs AEIS
+219.6%
-120.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +9.7% | -16.4% | +26.1% | +13.7% |
| 3M | +21.4% | -11.1% | +32.5% | +22.3% |
| 6M | +15.0% | -12.0% | +27.0% | +15.1% |
| YTD | +46.4% | +30.9% | +15.5% | +32.0% |
| 1Y | +45.6% | +74.3% | -28.7% | +20.2% |
| 3Y | +76.8% | +165.2% | -88.4% | +24.0% |
| 5Y | +99.4% | +220.0% | -120.6% | +25.1% |
| All | +99.4% | +219.6% | -120.1% | +25.1% |
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 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