+27.2%
EIX vs AEIS
+228.8%
-201.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +4.2% |
| 7D | +0.9% | +8.1% | -7.2% | +0.1% |
| 30D | -13.5% | -11.1% | -2.4% | -12.7% |
| 3M | -15.3% | -5.6% | -9.6% | -15.9% |
| 6M | -15.3% | -0.6% | -14.7% | -17.1% |
| YTD | +2.7% | +38.0% | -35.3% | -4.5% |
| 1Y | +17.4% | +87.2% | -69.8% | +3.5% |
| 3Y | -1.3% | +179.7% | -181.0% | -20.7% |
| 5Y | +27.2% | +241.7% | -214.6% | -3.6% |
| All | +27.2% | +228.8% | -201.6% | -3.6% |
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