+5,942.8%
ECL vs AEIS
+1,982.0%
+3,960.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.7% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | +8.8% | -24.0% | +32.9% | +11.7% |
| 3M | +7.8% | -32.5% | +40.4% | +11.8% |
| 6M | +21.3% | -38.6% | +59.9% | +25.8% |
| YTD | +17.8% | +4.8% | +12.9% | +13.8% |
| 1Y | +21.1% | +1.3% | +19.7% | +17.3% |
| 3Y | +80.1% | +159.2% | -79.1% | +52.3% |
| 5Y | +40.5% | +140.8% | -100.3% | +19.0% |
| 10Y | +197.7% | +349.8% | -152.0% | +126.9% |
| All | +5,942.8% | +1,982.0% | +3,960.8% | +3,297.9% |
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