+34,814.8%
EME vs AEIS
+2,610.7%
+32,204.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +2.7% | +6.5% | -3.7% | +1.4% |
| 30D | -6.8% | -9.2% | +2.4% | -5.0% |
| 3M | -8.8% | -8.3% | -0.5% | -7.7% |
| 6M | +5.0% | -6.3% | +11.3% | +5.5% |
| YTD | +23.5% | +36.5% | -13.0% | +15.0% |
| 1Y | +21.3% | +84.8% | -63.5% | +6.3% |
| 3Y | +241.1% | +176.6% | +64.5% | +174.2% |
| 5Y | +549.2% | +237.1% | +312.1% | +397.1% |
| 10Y | +1,306.4% | +554.7% | +751.7% | +816.2% |
| All | +34,814.8% | +2,610.7% | +32,204.2% | +16,458.1% |
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