+1,597.1%
ED vs AEIS
+2,098.8%
-501.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.5% | -0.2% |
| 7D | -0.9% | +9.5% | -10.4% | -1.2% |
| 30D | +11.2% | -17.5% | +28.7% | +11.6% |
| 3M | +11.8% | -29.3% | +41.1% | +12.6% |
| 6M | +14.1% | -34.7% | +48.8% | +14.9% |
| YTD | +23.0% | +10.7% | +12.2% | +21.5% |
| 1Y | +23.7% | +7.4% | +16.3% | +22.3% |
| 3Y | +47.7% | +161.1% | -113.4% | +40.7% |
| 5Y | +82.6% | +150.7% | -68.1% | +73.4% |
| 10Y | +141.8% | +360.8% | -219.1% | +120.5% |
| All | +1,597.1% | +2,098.8% | -501.6% | +1,363.4% |
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