+746.2%
EEM vs AEIS
+2,702.5%
-1,956.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.8% |
| 7D | +2.7% | +11.5% | -8.8% | -0.6% |
| 30D | -5.4% | -15.8% | +10.4% | -1.7% |
| 3M | -8.6% | -33.3% | +24.7% | +0.7% |
| 6M | -8.9% | -35.2% | +26.3% | -0.3% |
| YTD | +11.9% | +5.0% | +6.9% | +5.2% |
| 1Y | +13.1% | +8.5% | +4.6% | +5.0% |
| 3Y | +70.7% | +152.9% | -82.2% | +18.3% |
| 5Y | +31.8% | +144.6% | -112.9% | -10.7% |
| 10Y | +119.5% | +337.1% | -217.6% | +10.9% |
| All | +746.2% | +2,702.5% | -1,956.3% | +88.1% |
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 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