-29.4%
EW vs AEIS
+228.8%
-258.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.0% |
| 7D | -4.4% | +8.1% | -12.6% | -5.7% |
| 30D | -3.3% | -11.1% | +7.8% | -1.7% |
| 3M | +1.0% | -5.6% | +6.7% | -0.3% |
| 6M | +6.2% | -0.6% | +6.9% | +2.2% |
| YTD | +1.7% | +38.0% | -36.3% | -10.0% |
| 1Y | +8.1% | +87.2% | -79.1% | -12.6% |
| 3Y | +17.1% | +179.7% | -162.6% | -19.9% |
| 5Y | -29.4% | +241.7% | -271.1% | -58.0% |
| All | -29.4% | +228.8% | -258.2% | -58.0% |
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