+67.3%
ED vs AEIS
+228.8%
-161.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +1.0% |
| 7D | +0.5% | +8.1% | -7.6% | +0.8% |
| 30D | +1.1% | -11.1% | +12.2% | +0.8% |
| 3M | +4.6% | -5.6% | +10.3% | +4.7% |
| 6M | -2.0% | -0.6% | -1.3% | -1.7% |
| YTD | +11.7% | +38.0% | -26.3% | +12.6% |
| 1Y | +15.7% | +87.2% | -71.5% | +16.8% |
| 3Y | +34.4% | +179.7% | -145.3% | +33.9% |
| 5Y | +67.3% | +241.7% | -174.4% | +63.1% |
| All | +67.3% | +228.8% | -161.5% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling