-30.2%
EL vs AEIS
+173.5%
-203.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.7% |
| 7D | +1.7% | +8.1% | -6.4% | -0.2% |
| 30D | +15.5% | -11.1% | +26.6% | +18.0% |
| 3M | +20.6% | -5.6% | +26.2% | +18.4% |
| 6M | +10.5% | -0.6% | +11.1% | +3.8% |
| YTD | -1.9% | +38.0% | -39.9% | -19.3% |
| 1Y | +16.1% | +87.2% | -71.2% | -17.2% |
| 3Y | -30.2% | +179.7% | -209.9% | -63.1% |
| All | -30.2% | +173.5% | -203.8% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling