+921.3%
EIX vs AEIS
+1,982.0%
-1,060.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -10.0% | +0.4% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +8.8% | -24.0% | +32.8% | +10.6% |
| 3M | -10.9% | -32.5% | +21.6% | -8.8% |
| 6M | -10.3% | -38.6% | +28.3% | -8.2% |
| YTD | +5.8% | +4.8% | +1.0% | +3.4% |
| 1Y | +11.4% | +1.3% | +10.0% | +9.0% |
| 3Y | +11.1% | +159.2% | -148.2% | -0.2% |
| 5Y | +18.5% | +140.8% | -122.3% | +6.2% |
| 10Y | +32.2% | +349.8% | -317.6% | +10.2% |
| All | +921.3% | +1,982.0% | -1,060.7% | +647.1% |
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