+550.5%
EME vs AEIS
+219.6%
+331.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +1.0% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -8.4% | -16.4% | +8.0% | -1.4% |
| 3M | -3.6% | -11.1% | +7.5% | -0.6% |
| 6M | +3.6% | -12.0% | +15.6% | +5.7% |
| YTD | +22.5% | +30.9% | -8.4% | +4.7% |
| 1Y | +18.2% | +74.3% | -56.1% | -11.1% |
| 3Y | +238.4% | +165.2% | +73.2% | +107.4% |
| 5Y | +550.5% | +220.0% | +330.5% | +254.3% |
| All | +550.5% | +219.6% | +331.0% | +254.3% |
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