+238.8%
EQX vs AEIS
+596.7%
-357.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.8% |
| 7D | -3.2% | +2.3% | -5.5% | -3.6% |
| 30D | +7.8% | -14.8% | +22.6% | +10.6% |
| 3M | +21.3% | -15.6% | +36.9% | +23.3% |
| 6M | -22.4% | -8.7% | -13.7% | -22.5% |
| YTD | -11.3% | +37.3% | -48.6% | -17.5% |
| 1Y | +13.5% | +80.3% | -66.8% | +0.4% |
| 3Y | +162.1% | +177.9% | -15.8% | +109.7% |
| 5Y | +84.2% | +235.8% | -151.6% | +41.2% |
| All | +238.8% | +596.7% | -357.9% | +203.9% |
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