+5,928.8%
ECL vs AEIS
+2,004.7%
+3,924.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | -6.9% | +7.3% | +1.0% |
| 30D | +8.6% | -23.2% | +31.8% | +11.3% |
| 3M | +7.9% | -29.5% | +37.4% | +11.3% |
| 6M | +21.0% | -37.9% | +58.9% | +25.3% |
| YTD | +17.5% | +6.0% | +11.5% | +13.4% |
| 1Y | +19.7% | +1.2% | +18.4% | +15.9% |
| 3Y | +77.4% | +150.0% | -72.5% | +50.7% |
| 5Y | +38.7% | +141.9% | -103.2% | +17.4% |
| 10Y | +193.5% | +356.2% | -162.7% | +123.3% |
| All | +5,928.8% | +2,004.7% | +3,924.2% | +3,285.7% |
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