+126.1%
ETR vs AEIS
+238.7%
-112.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | +0.4% | +6.5% | -6.1% | -0.1% |
| 30D | +2.0% | -9.2% | +11.2% | +2.8% |
| 3M | -1.7% | -8.3% | +6.7% | -1.8% |
| 6M | +3.6% | -6.3% | +9.9% | +2.8% |
| YTD | +18.0% | +36.5% | -18.5% | +12.7% |
| 1Y | +26.2% | +84.8% | -58.5% | +16.8% |
| 3Y | +148.0% | +176.6% | -28.6% | +116.9% |
| 5Y | +126.1% | +237.1% | -111.0% | +91.4% |
| All | +126.1% | +238.7% | -112.7% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling