-3.4%
ES vs AEIS
+219.5%
-222.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | +0.3% | +3.0% | -2.7% | +0.1% |
| 30D | -2.0% | -14.6% | +12.7% | -1.2% |
| 3M | +1.7% | -12.4% | +14.1% | +1.7% |
| 6M | -3.5% | -15.0% | +11.4% | -3.6% |
| YTD | +7.9% | +34.3% | -26.4% | +3.6% |
| 1Y | +17.2% | +87.4% | -70.2% | +8.7% |
| 3Y | +29.3% | +139.8% | -110.5% | +14.3% |
| All | -3.4% | +219.5% | -222.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling