+848.5%
EIX vs AEIS
+2,566.8%
-1,718.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | -19.1% | +3.0% | -22.1% | -19.3% |
| 30D | -16.9% | -14.6% | -2.3% | -16.0% |
| 3M | -20.0% | -12.4% | -7.6% | -19.9% |
| 6M | -21.3% | -15.0% | -6.4% | -21.2% |
| YTD | -1.7% | +34.3% | -36.0% | -5.3% |
| 1Y | +9.6% | +87.4% | -77.8% | +2.6% |
| 3Y | -3.7% | +139.8% | -143.5% | -12.5% |
| 5Y | +22.6% | +220.7% | -198.1% | +8.0% |
| 10Y | +17.7% | +531.6% | -513.9% | -3.9% |
| All | +848.5% | +2,566.8% | -1,718.3% | +584.3% |
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