+18.5%
EIX vs AEIS
+144.8%
-126.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -10.0% | +0.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | +8.8% | -24.0% | +32.8% | +11.2% |
| 3M | -10.9% | -32.5% | +21.6% | -8.2% |
| 6M | -10.3% | -38.6% | +28.3% | -7.3% |
| YTD | +5.8% | +4.8% | +1.0% | +0.3% |
| 1Y | +11.4% | +1.3% | +10.0% | +5.9% |
| 3Y | +11.1% | +159.2% | -148.2% | -11.9% |
| 5Y | +18.5% | +140.8% | -122.3% | -7.7% |
| All | +18.5% | +144.8% | -126.3% | -7.7% |
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 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