-36.6%
EFX vs AEIS
+238.7%
-275.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.8% |
| 7D | -9.4% | +6.5% | -15.8% | -10.5% |
| 30D | -6.9% | -9.2% | +2.3% | -5.7% |
| 3M | +0.1% | -8.3% | +8.5% | -1.7% |
| 6M | -17.3% | -6.3% | -11.0% | -21.3% |
| YTD | -21.8% | +36.5% | -58.3% | -35.7% |
| 1Y | -32.5% | +84.8% | -117.3% | -51.5% |
| 3Y | -12.3% | +176.6% | -188.9% | -50.0% |
| 5Y | -36.6% | +237.1% | -273.7% | -68.5% |
| All | -36.6% | +238.7% | -275.4% | -68.5% |
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