+25.2%
ET vs AEIS
+4.7%
+20.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | +2.5% | +11.5% | -9.0% | +2.5% |
| 30D | -2.5% | -15.8% | +13.3% | -2.7% |
| 3M | -4.9% | -33.3% | +28.5% | -5.6% |
| 6M | -0.1% | -35.2% | +35.1% | -0.7% |
| YTD | +26.2% | +5.0% | +21.2% | +24.8% |
| 1Y | +25.2% | +8.5% | +16.7% | +23.6% |
| All | +25.2% | +4.7% | +20.5% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling