-64.8%
EL vs AEIS
+150.6%
-215.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -2.2% |
| 7D | +0.3% | +9.5% | -9.2% | -2.5% |
| 30D | +12.3% | -17.5% | +29.8% | +16.8% |
| 3M | +28.4% | -29.3% | +57.7% | +38.1% |
| 6M | +36.7% | -34.7% | +71.4% | +46.3% |
| YTD | +8.4% | +10.7% | -2.3% | -10.0% |
| 1Y | +25.4% | +7.4% | +18.0% | +5.2% |
| 3Y | +3.4% | +161.1% | -157.7% | -47.4% |
| 5Y | -64.8% | +150.7% | -215.5% | -82.9% |
| All | -64.8% | +150.6% | -215.3% | -82.9% |
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