-10.2%
DOW vs AEIS
+471.0%
-481.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.1% | -16.4% | +12.3% | +0.8% |
| 3M | -12.4% | -11.1% | -1.3% | -12.6% |
| 6M | -10.6% | -12.0% | +1.4% | -12.9% |
| YTD | +31.1% | +30.9% | +0.2% | +8.1% |
| 1Y | +30.5% | +74.3% | -43.8% | -5.0% |
| 3Y | -34.4% | +165.2% | -199.6% | -61.4% |
| 5Y | -35.5% | +220.0% | -255.5% | -66.3% |
| All | -10.2% | +471.0% | -481.2% | -67.5% |
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