+1,689.9%
EL vs AEIS
+2,072.0%
-382.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +2.7% | +23.2% | -20.6% | -0.1% |
| 30D | +10.8% | -17.0% | +27.8% | +12.7% |
| 3M | +26.5% | -32.2% | +58.6% | +31.2% |
| 6M | +31.1% | -32.6% | +63.7% | +34.7% |
| YTD | +6.6% | +9.4% | -2.7% | +2.1% |
| 1Y | +21.8% | +7.7% | +14.1% | +16.8% |
| 3Y | +1.8% | +157.9% | -156.2% | -13.6% |
| 5Y | -65.6% | +154.8% | -220.3% | -70.8% |
| 10Y | +60.3% | +355.2% | -294.9% | +23.5% |
| All | +1,689.9% | +2,072.0% | -382.1% | +907.0% |
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