+84.2%
ES vs AEIS
+546.3%
-462.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | +1.4% | +8.1% | -6.7% | +0.7% |
| 30D | -1.2% | -11.1% | +10.0% | -0.3% |
| 3M | +5.0% | -5.6% | +10.6% | +4.5% |
| 6M | -2.8% | -0.6% | -2.2% | -4.2% |
| YTD | +8.6% | +38.0% | -29.5% | +3.1% |
| 1Y | +18.9% | +87.2% | -68.3% | +9.0% |
| 3Y | +32.1% | +179.7% | -147.5% | +13.6% |
| 5Y | -5.1% | +241.7% | -246.8% | -21.4% |
| 10Y | +84.2% | +547.2% | -463.0% | +24.3% |
| All | +84.2% | +546.3% | -462.1% | +24.3% |
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