+246.0%
ET vs AEIS
+233.3%
+12.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +0.6% | +6.5% | -5.8% | -0.2% |
| 30D | +5.3% | -9.2% | +14.5% | +6.4% |
| 3M | +15.6% | -8.3% | +24.0% | +15.2% |
| 6M | +20.6% | -6.3% | +27.0% | +18.1% |
| YTD | +38.5% | +36.5% | +2.0% | +24.8% |
| 1Y | +35.7% | +84.8% | -49.0% | +13.5% |
| 3Y | +98.4% | +176.6% | -78.2% | +46.3% |
| All | +246.0% | +233.3% | +12.7% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling