-27.0%
ETHA vs AEIS
+157.5%
-184.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.2% |
| 7D | +3.5% | +2.3% | +1.2% | +2.4% |
| 30D | +35.3% | -14.8% | +50.1% | +43.3% |
| 3M | +50.9% | -15.6% | +66.5% | +54.5% |
| 6M | +22.1% | -8.7% | +30.8% | +15.4% |
| YTD | -14.6% | +37.3% | -51.9% | -39.4% |
| 1Y | -42.8% | +80.3% | -123.1% | -66.3% |
| All | -27.0% | +157.5% | -184.5% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling