+312.6%
EAT vs AEIS
+238.7%
+73.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | -6.8% | +6.5% | -13.3% | -8.8% |
| 30D | -5.4% | -9.2% | +3.8% | -2.8% |
| 3M | +42.8% | -8.3% | +51.1% | +41.2% |
| 6M | +56.5% | -6.3% | +62.8% | +50.4% |
| YTD | +50.0% | +36.5% | +13.5% | +21.2% |
| 1Y | +38.3% | +84.8% | -46.5% | -5.4% |
| 3Y | +591.6% | +176.6% | +415.1% | +260.7% |
| 5Y | +312.6% | +237.1% | +75.5% | +77.6% |
| All | +312.6% | +238.7% | +73.9% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling