+7,595.3%
EW vs AEIS
+280.5%
+7,314.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +1.2% |
| 7D | +6.5% | +9.5% | -3.0% | +5.1% |
| 30D | +22.5% | -17.5% | +40.0% | +24.7% |
| 3M | +13.0% | -29.3% | +42.2% | +16.7% |
| 6M | +37.1% | -34.7% | +71.8% | +41.3% |
| YTD | +24.1% | +10.7% | +13.4% | +18.4% |
| 1Y | +24.2% | +7.4% | +16.9% | +18.9% |
| 3Y | +64.8% | +161.1% | -96.3% | +37.1% |
| 5Y | -7.4% | +150.7% | -158.1% | -23.3% |
| 10Y | +248.8% | +360.8% | -112.1% | +158.6% |
| All | +7,595.3% | +280.5% | +7,314.8% | +4,751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling