+96.8%
ET vs AEIS
+173.5%
-76.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.2% |
| 7D | +0.4% | +8.1% | -7.7% | -0.4% |
| 30D | +6.9% | -11.1% | +18.0% | +7.9% |
| 3M | +13.1% | -5.6% | +18.7% | +12.3% |
| 6M | +18.7% | -0.6% | +19.4% | +15.3% |
| YTD | +37.4% | +38.0% | -0.6% | +24.9% |
| 1Y | +34.8% | +87.2% | -52.4% | +14.1% |
| 3Y | +96.8% | +179.7% | -82.9% | +46.7% |
| All | +96.8% | +173.5% | -76.7% | +46.7% |
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