+224.6%
ESI vs AEIS
+1,350.8%
-1,126.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +3.3% | +3.0% | +0.4% | +2.1% |
| 30D | -5.9% | -14.6% | +8.8% | +0.2% |
| 3M | -14.1% | -12.4% | -1.6% | -10.3% |
| 6M | +6.6% | -15.0% | +21.5% | +11.3% |
| YTD | +45.0% | +34.3% | +10.7% | +25.1% |
| 1Y | +41.5% | +87.4% | -45.9% | +5.6% |
| 3Y | +78.8% | +139.8% | -61.0% | +16.9% |
| 5Y | +70.9% | +220.7% | -149.9% | -1.6% |
| 10Y | +317.1% | +531.6% | -214.5% | +69.1% |
| All | +224.6% | +1,350.8% | -1,126.2% | +11.6% |
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