+28.3%
EL vs AEIS
+545.5%
-517.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -2.4% | +6.5% | -8.8% | -4.0% |
| 30D | +13.7% | -9.2% | +22.8% | +15.8% |
| 3M | +14.5% | -8.3% | +22.8% | +13.7% |
| 6M | +7.4% | -6.3% | +13.7% | +4.0% |
| YTD | -4.7% | +36.5% | -41.2% | -18.7% |
| 1Y | +12.9% | +84.8% | -71.8% | -13.4% |
| 3Y | -32.2% | +176.6% | -208.8% | -55.6% |
| 5Y | -68.4% | +237.1% | -305.5% | -80.7% |
| 10Y | +28.3% | +554.7% | -526.4% | -42.8% |
| All | +28.3% | +545.5% | -517.3% | -42.8% |
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