+52.4%
EFA vs AEIS
+219.6%
-167.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.2% | -16.4% | +14.2% | +1.1% |
| 3M | +5.7% | -11.1% | +16.8% | +6.2% |
| 6M | +8.2% | -12.0% | +20.2% | +7.9% |
| YTD | +11.8% | +30.9% | -19.1% | +0.9% |
| 1Y | +18.3% | +74.3% | -56.0% | -1.4% |
| 3Y | +64.9% | +165.2% | -100.3% | +18.3% |
| 5Y | +52.4% | +220.0% | -167.6% | -0.6% |
| All | +52.4% | +219.6% | -167.2% | -0.6% |
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