+128.5%
EEM vs AEIS
+562.2%
-433.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.7% | -0.1% |
| 7D | -1.3% | +2.3% | -3.5% | -1.9% |
| 30D | +2.1% | -14.8% | +16.9% | +6.2% |
| 3M | +1.0% | -15.6% | +16.6% | +4.1% |
| 6M | +15.9% | -8.7% | +24.6% | +15.9% |
| YTD | +24.6% | +37.3% | -12.7% | +11.0% |
| 1Y | +32.3% | +80.3% | -48.1% | +8.5% |
| 3Y | +85.9% | +177.9% | -92.0% | +30.1% |
| 5Y | +45.4% | +235.8% | -190.5% | -6.6% |
| All | +128.5% | +562.2% | -433.7% | +3.3% |
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