+22.9%
EIX vs AEIS
+545.5%
-522.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +4.1% | +6.5% | -2.4% | +3.2% |
| 30D | -15.3% | -9.2% | -6.1% | -14.4% |
| 3M | -18.4% | -8.3% | -10.1% | -18.7% |
| 6M | -16.8% | -6.3% | -10.5% | -18.1% |
| YTD | -0.6% | +36.5% | -37.1% | -8.6% |
| 1Y | +10.7% | +84.8% | -74.1% | -4.1% |
| 3Y | -4.5% | +176.6% | -181.1% | -25.0% |
| 5Y | +24.0% | +237.1% | -213.1% | -8.4% |
| 10Y | +22.9% | +554.7% | -531.8% | -26.9% |
| All | +22.9% | +545.5% | -522.6% | -26.9% |
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