+86.3%
ESI vs AEIS
+173.5%
-87.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.8% |
| 7D | +5.4% | +8.1% | -2.8% | +1.6% |
| 30D | -4.2% | -11.1% | +6.9% | +0.9% |
| 3M | -9.6% | -5.6% | -4.0% | -8.4% |
| 6M | +18.3% | -0.6% | +19.0% | +14.9% |
| YTD | +45.8% | +38.0% | +7.8% | +20.2% |
| 1Y | +39.2% | +87.2% | -48.1% | -2.7% |
| 3Y | +86.3% | +179.7% | -93.4% | -0.3% |
| All | +86.3% | +173.5% | -87.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling