+379.9%
EAT vs AEIS
+142.3%
+237.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +1.5% |
| 7D | -4.0% | +11.5% | -15.5% | -7.3% |
| 30D | -2.9% | -15.8% | +12.9% | +0.7% |
| 3M | -16.9% | -33.3% | +16.4% | -8.1% |
| 6M | +57.0% | -35.2% | +92.1% | +69.3% |
| YTD | +38.2% | +5.0% | +33.2% | +18.6% |
| 1Y | +69.3% | +8.5% | +60.8% | +42.7% |
| 3Y | +483.0% | +152.9% | +330.1% | +192.0% |
| All | +379.9% | +142.3% | +237.5% | +123.0% |
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 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