+266.6%
EW vs AEIS
+350.2%
-83.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +4.9% | +23.2% | -18.3% | +0.5% |
| 30D | +24.1% | -17.0% | +41.1% | +27.5% |
| 3M | +13.7% | -32.2% | +45.9% | +21.0% |
| 6M | +32.7% | -32.6% | +65.3% | +38.1% |
| YTD | +24.1% | +9.4% | +14.7% | +12.9% |
| 1Y | +23.6% | +7.7% | +16.0% | +12.7% |
| 3Y | +64.8% | +157.9% | -93.2% | +13.3% |
| 5Y | -8.8% | +154.8% | -163.6% | -38.7% |
| All | +266.6% | +350.2% | -83.7% | +79.5% |
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 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