+244.0%
EQIX vs AEIS
+562.2%
-318.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +0.4% |
| 7D | +0.2% | +2.3% | -2.1% | -0.3% |
| 30D | -2.5% | -14.8% | +12.3% | +0.3% |
| 3M | 0.0% | -15.6% | +15.5% | +1.7% |
| 6M | +7.6% | -8.7% | +16.3% | +6.7% |
| YTD | +37.5% | +37.3% | +0.2% | +24.7% |
| 1Y | +32.9% | +80.3% | -47.4% | +13.0% |
| 3Y | +42.8% | +177.9% | -135.2% | +7.5% |
| 5Y | +35.8% | +235.8% | -200.0% | -3.3% |
| All | +244.0% | +562.2% | -318.3% | +80.6% |
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 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