+295.3%
ESI vs AEIS
+531.1%
-235.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -2.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -9.0% | -16.4% | +7.4% | -1.8% |
| 3M | -13.3% | -11.1% | -2.1% | -9.8% |
| 6M | +5.3% | -12.0% | +17.3% | +8.5% |
| YTD | +37.6% | +30.9% | +6.7% | +18.5% |
| 1Y | +33.6% | +74.3% | -40.7% | +0.4% |
| 3Y | +75.8% | +165.2% | -89.4% | +6.2% |
| 5Y | +68.6% | +220.0% | -151.4% | -7.6% |
| All | +295.3% | +531.1% | -235.7% | +38.9% |
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