+372.7%
ETR vs AEIS
+332.3%
+40.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.4% |
| 7D | +1.2% | +11.5% | -10.3% | -0.3% |
| 30D | +7.0% | -15.8% | +22.8% | +8.7% |
| 3M | +4.6% | -33.3% | +37.9% | +9.2% |
| 6M | +0.1% | -35.2% | +35.3% | +3.7% |
| YTD | +23.2% | +5.0% | +18.2% | +17.8% |
| 1Y | +20.6% | +8.5% | +12.1% | +14.7% |
| 3Y | +156.3% | +152.9% | +3.4% | +108.0% |
| 5Y | +159.6% | +144.6% | +15.0% | +106.7% |
| All | +372.7% | +332.3% | +40.4% | +204.8% |
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