+325.9%
EAT vs AEIS
+375.1%
-49.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.1% |
| 7D | -8.9% | +9.5% | -18.4% | -12.8% |
| 30D | +3.4% | -17.5% | +20.9% | +8.9% |
| 3M | -9.3% | -29.3% | +19.9% | +0.4% |
| 6M | +43.8% | -34.7% | +78.5% | +57.2% |
| YTD | +39.9% | +10.7% | +29.1% | +16.9% |
| 1Y | +89.7% | +7.4% | +82.3% | +60.0% |
| 3Y | +491.3% | +161.1% | +330.1% | +199.7% |
| 5Y | +365.4% | +150.7% | +214.7% | +133.2% |
| 10Y | +325.9% | +360.8% | -35.0% | +48.0% |
| All | +325.9% | +375.1% | -49.2% | +48.0% |
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 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