+1,458.7%
ET vs AEIS
+1,839.7%
-381.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | +0.9% | +3.0% | -2.1% | +0.3% |
| 30D | +7.5% | -14.6% | +22.1% | +10.5% |
| 3M | +11.4% | -12.4% | +23.9% | +12.0% |
| 6M | +18.5% | -15.0% | +33.5% | +18.3% |
| YTD | +37.4% | +34.3% | +3.1% | +23.3% |
| 1Y | +30.9% | +87.4% | -56.4% | +8.3% |
| 3Y | +98.7% | +139.8% | -41.0% | +50.8% |
| 5Y | +230.7% | +220.7% | +10.0% | +129.6% |
| 10Y | +175.6% | +531.6% | -356.0% | +54.9% |
| All | +1,458.7% | +1,839.7% | -381.0% | +492.2% |
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