+0.5%
ES vs AEIS
-1.0%
+1.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +0.9% | -6.9% | +7.7% | +0.8% |
| 30D | +5.9% | -23.2% | +29.1% | +5.6% |
| 3M | -1.0% | -29.5% | +28.5% | -1.4% |
| 6M | +7.2% | -37.9% | +45.1% | +6.8% |
| YTD | +7.0% | +6.0% | +1.0% | +3.8% |
| 1Y | +0.5% | +1.2% | -0.8% | -2.2% |
| All | +0.5% | -1.0% | +1.5% | -2.2% |
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