-10.8%
DOW vs AEIS
+485.9%
-496.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.8% |
| 7D | -2.4% | +3.0% | -5.3% | -3.4% |
| 30D | +0.4% | -14.6% | +15.0% | +4.8% |
| 3M | -14.4% | -12.4% | -2.0% | -14.1% |
| 6M | -7.0% | -15.0% | +8.0% | -8.3% |
| YTD | +30.2% | +34.3% | -4.1% | +6.6% |
| 1Y | +29.2% | +87.4% | -58.2% | -8.4% |
| 3Y | -36.7% | +139.8% | -176.5% | -61.2% |
| 5Y | -37.7% | +220.7% | -258.4% | -67.4% |
| All | -10.8% | +485.9% | -496.7% | -68.0% |
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