+97.3%
ES vs AEIS
+332.3%
-235.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.1% |
| 7D | +2.7% | +11.5% | -8.8% | +1.8% |
| 30D | +7.6% | -15.8% | +23.3% | +8.6% |
| 3M | +0.5% | -33.3% | +33.8% | +3.1% |
| 6M | +7.6% | -35.2% | +42.8% | +9.8% |
| YTD | +10.2% | +5.0% | +5.2% | +6.4% |
| 1Y | +1.8% | +8.5% | -6.6% | -2.1% |
| 3Y | +55.4% | +152.9% | -97.5% | +33.3% |
| 5Y | +7.3% | +144.6% | -137.3% | -9.0% |
| All | +97.3% | +332.3% | -235.0% | +38.7% |
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