+125.6%
EW vs AEIS
+545.5%
-419.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -5.1% | +6.5% | -11.6% | -6.4% |
| 30D | -6.4% | -9.2% | +2.8% | -4.8% |
| 3M | -1.6% | -8.3% | +6.8% | -2.2% |
| 6M | +2.3% | -6.3% | +8.6% | -0.3% |
| YTD | +1.1% | +36.5% | -35.4% | -10.7% |
| 1Y | +8.0% | +84.8% | -76.8% | -12.8% |
| 3Y | +16.3% | +176.6% | -160.2% | -19.0% |
| 5Y | -29.4% | +237.1% | -266.5% | -54.7% |
| 10Y | +125.6% | +554.7% | -429.1% | +4.7% |
| All | +125.6% | +545.5% | -419.9% | +4.7% |
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