+236.1%
EW vs AEIS
+347.9%
-111.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +9.3% | -6.9% | +16.2% | +10.2% |
| 30D | +22.1% | -23.2% | +45.3% | +27.4% |
| 3M | +13.0% | -29.5% | +42.5% | +19.1% |
| 6M | +30.1% | -37.9% | +68.0% | +37.9% |
| YTD | +22.0% | +6.0% | +16.0% | +11.7% |
| 1Y | +23.7% | +1.2% | +22.5% | +14.3% |
| 3Y | +62.0% | +150.0% | -88.0% | +12.2% |
| 5Y | -12.4% | +141.9% | -154.3% | -40.5% |
| 10Y | +236.1% | +356.2% | -120.1% | +68.4% |
| All | +236.1% | +347.9% | -111.9% | +68.4% |
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 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