-20.2%
DOW vs AEIS
+148.8%
-169.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +0.3% |
| 7D | +5.2% | +11.5% | -6.3% | +3.4% |
| 30D | +13.2% | -15.8% | +28.9% | +15.5% |
| 3M | +10.1% | -33.3% | +43.4% | +16.5% |
| 6M | -13.1% | -35.2% | +22.1% | -9.3% |
| YTD | +46.1% | +5.0% | +41.1% | +25.0% |
| 1Y | +50.0% | +8.5% | +41.6% | +26.6% |
| 3Y | -20.2% | +152.9% | -173.1% | -54.4% |
| All | -20.2% | +148.8% | -169.0% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling