+2,190.2%
EFX vs AEIS
+2,566.8%
-376.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -6.7% |
| 7D | -8.6% | +3.0% | -11.6% | -9.0% |
| 30D | +0.1% | -14.6% | +14.8% | +1.8% |
| 3M | +3.8% | -12.4% | +16.3% | +3.7% |
| 6M | -13.5% | -15.0% | +1.4% | -14.0% |
| YTD | -17.7% | +34.3% | -52.0% | -23.4% |
| 1Y | -25.6% | +87.4% | -112.9% | -34.3% |
| 3Y | -12.1% | +139.8% | -151.9% | -25.9% |
| 5Y | -33.8% | +220.7% | -254.5% | -46.5% |
| 10Y | +45.1% | +531.6% | -486.4% | +3.7% |
| All | +2,190.2% | +2,566.8% | -376.6% | +1,142.7% |
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