+2,577.3%
ETR vs AEIS
+2,566.8%
+10.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | +1.4% | +3.0% | -1.5% | +1.3% |
| 30D | +1.0% | -14.6% | +15.6% | +1.8% |
| 3M | -1.3% | -12.4% | +11.2% | -1.0% |
| 6M | +1.9% | -15.0% | +16.8% | +2.1% |
| YTD | +18.2% | +34.3% | -16.1% | +15.2% |
| 1Y | +24.7% | +87.4% | -62.7% | +19.1% |
| 3Y | +150.7% | +139.8% | +10.9% | +134.2% |
| 5Y | +127.0% | +220.7% | -93.7% | +107.3% |
| 10Y | +295.5% | +531.6% | -236.1% | +242.4% |
| All | +2,577.3% | +2,566.8% | +10.5% | +2,104.5% |
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