+8,406.2%
DE vs AEIS
+2,641.0%
+5,765.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +0.7% | +8.1% | -7.4% | -0.5% |
| 30D | +9.6% | -11.1% | +20.8% | +11.4% |
| 3M | +19.0% | -5.6% | +24.6% | +18.7% |
| 6M | +16.1% | -0.6% | +16.7% | +14.2% |
| YTD | +47.0% | +38.0% | +9.0% | +37.0% |
| 1Y | +43.1% | +87.2% | -44.1% | +26.4% |
| 3Y | +77.5% | +179.7% | -102.2% | +44.7% |
| 5Y | +96.4% | +241.7% | -145.4% | +53.3% |
| 10Y | +852.9% | +547.2% | +305.7% | +554.8% |
| All | +8,406.2% | +2,641.0% | +5,765.1% | +4,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling