+1,582.2%
EL vs AEIS
+2,566.8%
-984.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.7% |
| 7D | +0.8% | +3.0% | -2.2% | +0.4% |
| 30D | +19.8% | -14.6% | +34.5% | +21.9% |
| 3M | +25.7% | -12.4% | +38.1% | +26.3% |
| 6M | +5.4% | -15.0% | +20.4% | +5.7% |
| YTD | +0.2% | +34.3% | -34.1% | -5.7% |
| 1Y | +20.4% | +87.4% | -66.9% | +8.2% |
| 3Y | -32.1% | +139.8% | -171.9% | -41.4% |
| 5Y | -67.2% | +220.7% | -287.9% | -72.7% |
| 10Y | +31.7% | +531.6% | -499.8% | -1.4% |
| All | +1,582.2% | +2,566.8% | -984.6% | +830.6% |
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