+9,081.1%
ETN vs AEIS
+2,610.7%
+6,470.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +6.2% | +6.5% | -0.2% | +5.0% |
| 30D | -6.7% | -9.2% | +2.5% | -5.1% |
| 3M | +3.6% | -8.3% | +12.0% | +4.9% |
| 6M | +18.3% | -6.3% | +24.6% | +19.2% |
| YTD | +31.5% | +36.5% | -5.0% | +23.5% |
| 1Y | +20.6% | +84.8% | -64.2% | +7.2% |
| 3Y | +82.5% | +176.6% | -94.0% | +50.6% |
| 5Y | +177.8% | +237.1% | -59.3% | +120.0% |
| 10Y | +705.0% | +554.7% | +150.3% | +453.6% |
| All | +9,081.1% | +2,610.7% | +6,470.4% | +4,652.4% |
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