+110.7%
ED vs AEIS
+545.5%
-434.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -0.2% | +6.5% | -6.6% | -0.3% |
| 30D | +1.9% | -9.2% | +11.1% | +2.1% |
| 3M | +1.9% | -8.3% | +10.2% | +1.8% |
| 6M | -2.3% | -6.3% | +4.1% | -2.5% |
| YTD | +10.9% | +36.5% | -25.6% | +9.0% |
| 1Y | +14.5% | +84.8% | -70.3% | +11.0% |
| 3Y | +33.4% | +176.6% | -143.2% | +25.4% |
| 5Y | +67.3% | +237.1% | -169.8% | +53.5% |
| 10Y | +110.7% | +554.7% | -444.0% | +68.2% |
| All | +110.7% | +545.5% | -434.9% | +68.2% |
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