+202.3%
ECL vs AEIS
+332.3%
-130.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.4% |
| 7D | +2.9% | +11.5% | -8.7% | +0.6% |
| 30D | +7.5% | -15.8% | +23.3% | +10.0% |
| 3M | +12.2% | -33.3% | +45.6% | +19.6% |
| 6M | +24.6% | -35.2% | +59.8% | +30.7% |
| YTD | +18.8% | +5.0% | +13.7% | +9.7% |
| 1Y | +19.3% | +8.5% | +10.9% | +9.2% |
| 3Y | +78.2% | +152.9% | -74.7% | +24.6% |
| 5Y | +38.8% | +144.6% | -105.8% | -4.6% |
| All | +202.3% | +332.3% | -130.1% | +63.6% |
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 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