-0.1%
ES vs AEIS
+6.2%
-6.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.1% | +13.2% | +1.7% |
| 7D | +5.3% | -12.7% | +18.0% | +4.9% |
| 30D | +8.9% | -28.8% | +37.8% | +8.1% |
| 3M | -1.9% | -38.0% | +36.1% | -2.9% |
| 6M | +3.9% | -45.3% | +49.2% | +3.2% |
| YTD | +8.3% | +1.1% | +7.1% | +7.0% |
| 1Y | -0.1% | +8.6% | -8.8% | -2.0% |
| All | -0.1% | +6.2% | -6.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling