+1,344.7%
EME vs AEIS
+562.2%
+782.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +2.5% |
| 7D | +3.5% | +2.3% | +1.3% | +2.6% |
| 30D | -6.3% | -14.8% | +8.5% | -0.7% |
| 3M | -3.8% | -15.6% | +11.8% | +1.1% |
| 6M | +8.5% | -8.7% | +17.2% | +9.4% |
| YTD | +27.8% | +37.3% | -9.5% | +10.1% |
| 1Y | +22.2% | +80.3% | -58.1% | -5.2% |
| 3Y | +253.5% | +177.9% | +75.5% | +128.8% |
| 5Y | +578.6% | +235.8% | +342.8% | +299.6% |
| All | +1,344.7% | +562.2% | +782.5% | +473.5% |
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