+6,438.2%
EW vs AEIS
+361.5%
+6,076.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.7% |
| 30D | +1.0% | -14.6% | +15.7% | +2.9% |
| 3M | +2.8% | -12.4% | +15.2% | +3.2% |
| 6M | +5.5% | -15.0% | +20.5% | +5.6% |
| YTD | +5.5% | +34.3% | -28.8% | -0.9% |
| 1Y | +11.0% | +87.4% | -76.3% | -0.8% |
| 3Y | +17.7% | +139.8% | -122.1% | -0.1% |
| 5Y | -25.7% | +220.7% | -246.5% | -39.8% |
| 10Y | +132.8% | +531.6% | -398.8% | +67.9% |
| All | +6,438.2% | +361.5% | +6,076.7% | +3,960.6% |
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