+39.7%
EFX vs AEIS
+562.2%
-522.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.5% |
| 7D | -4.5% | +2.3% | -6.8% | -5.1% |
| 30D | -6.1% | -14.8% | +8.7% | -3.4% |
| 3M | +6.2% | -15.6% | +21.8% | +7.0% |
| 6M | -11.2% | -8.7% | -2.5% | -14.0% |
| YTD | -21.4% | +37.3% | -58.7% | -32.7% |
| 1Y | -34.3% | +80.3% | -114.7% | -48.6% |
| 3Y | -12.5% | +177.9% | -190.5% | -41.6% |
| 5Y | -35.6% | +235.8% | -271.4% | -59.7% |
| All | +39.7% | +562.2% | -522.5% | -37.6% |
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 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