-12.8%
EW vs AEIS
+144.8%
-157.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.8% | +0.8% |
| 7D | +12.3% | +1.0% | +11.3% | +11.5% |
| 30D | +22.9% | -24.0% | +46.9% | +27.3% |
| 3M | +16.7% | -32.5% | +49.2% | +22.5% |
| 6M | +31.0% | -38.6% | +69.5% | +37.5% |
| YTD | +22.8% | +4.8% | +18.0% | +12.2% |
| 1Y | +25.6% | +1.3% | +24.2% | +15.4% |
| 3Y | +62.0% | +159.2% | -97.3% | +6.3% |
| 5Y | -12.8% | +140.8% | -153.6% | -45.4% |
| All | -12.8% | +144.8% | -157.6% | -45.4% |
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 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