+18.9%
ES vs AEIS
+86.7%
-67.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.7% |
| 7D | +1.4% | +8.1% | -6.7% | +1.5% |
| 30D | -1.2% | -11.1% | +10.0% | -1.3% |
| 3M | +5.0% | -5.6% | +10.6% | +4.6% |
| 6M | -2.8% | -0.6% | -2.2% | -3.1% |
| YTD | +8.6% | +38.0% | -29.5% | +7.3% |
| 1Y | +18.9% | +87.2% | -68.3% | +15.2% |
| All | +18.9% | +86.7% | -67.7% | +15.2% |
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