+1,427.7%
ED vs AEIS
+2,566.8%
-1,139.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -0.2% | +3.0% | -3.1% | -0.3% |
| 30D | -0.1% | -14.6% | +14.5% | +0.3% |
| 3M | +3.9% | -12.4% | +16.4% | +4.0% |
| 6M | -3.0% | -15.0% | +11.9% | -3.0% |
| YTD | +10.7% | +34.3% | -23.6% | +9.0% |
| 1Y | +13.3% | +87.4% | -74.0% | +10.3% |
| 3Y | +34.5% | +139.8% | -105.3% | +28.9% |
| 5Y | +67.1% | +220.7% | -153.6% | +57.8% |
| 10Y | +103.0% | +531.6% | -428.5% | +83.8% |
| All | +1,427.7% | +2,566.8% | -1,139.1% | +1,212.8% |
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