+4,860.6%
EAT vs AEIS
+2,566.8%
+2,293.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | 0.0% | +3.0% | -2.9% | -0.6% |
| 30D | +1.9% | -14.6% | +16.5% | +4.7% |
| 3M | +68.7% | -12.4% | +81.1% | +69.7% |
| 6M | +66.9% | -15.0% | +81.9% | +67.8% |
| YTD | +60.4% | +34.3% | +26.1% | +47.1% |
| 1Y | +44.0% | +87.4% | -43.4% | +22.6% |
| 3Y | +604.7% | +139.8% | +464.9% | +463.4% |
| 5Y | +347.0% | +220.7% | +126.3% | +238.2% |
| 10Y | +390.8% | +531.6% | -140.8% | +226.6% |
| All | +4,860.6% | +2,566.8% | +2,293.8% | +2,044.0% |
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