+4,104.9%
EAT vs AEIS
+2,004.7%
+2,100.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -5.9% | -6.9% | +1.0% | -5.2% |
| 30D | +0.7% | -23.2% | +23.9% | +4.7% |
| 3M | -14.2% | -29.5% | +15.2% | -9.8% |
| 6M | +40.7% | -37.9% | +78.6% | +48.9% |
| YTD | +36.0% | +6.0% | +30.0% | +28.7% |
| 1Y | +83.1% | +1.2% | +81.8% | +74.4% |
| 3Y | +474.8% | +150.0% | +324.9% | +350.8% |
| 5Y | +347.6% | +141.9% | +205.7% | +252.6% |
| 10Y | +321.5% | +356.2% | -34.6% | +193.3% |
| All | +4,104.9% | +2,004.7% | +2,100.2% | +1,775.5% |
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