+1,332.0%
ET vs AEIS
+1,416.9%
-84.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.7% |
| 7D | +2.5% | +11.5% | -9.0% | +0.2% |
| 30D | -2.5% | -15.8% | +13.3% | 0.0% |
| 3M | -4.9% | -33.3% | +28.5% | +1.6% |
| 6M | -0.1% | -35.2% | +35.1% | +5.1% |
| YTD | +26.2% | +5.0% | +21.2% | +17.5% |
| 1Y | +25.2% | +8.5% | +16.7% | +15.5% |
| 3Y | +84.2% | +152.9% | -68.7% | +36.1% |
| 5Y | +216.1% | +144.6% | +71.4% | +129.2% |
| 10Y | +160.7% | +337.1% | -176.5% | +55.6% |
| All | +1,332.0% | +1,416.9% | -84.9% | +464.1% |
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