+198.2%
ESI vs AEIS
+1,034.6%
-836.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.9% |
| 7D | +5.5% | +11.5% | -6.0% | +0.7% |
| 30D | -7.8% | -15.8% | +8.0% | -1.7% |
| 3M | -15.0% | -33.3% | +18.3% | -0.7% |
| 6M | -24.9% | -35.2% | +10.3% | -12.3% |
| YTD | +33.2% | +5.0% | +28.2% | +26.0% |
| 1Y | +24.9% | +8.5% | +16.5% | +16.6% |
| 3Y | +77.8% | +152.9% | -75.1% | +13.8% |
| 5Y | +37.1% | +144.6% | -107.5% | -12.4% |
| 10Y | +320.5% | +337.1% | -16.6% | +93.5% |
| All | +198.2% | +1,034.6% | -836.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling