+513.6%
EWT vs AEIS
+562.2%
-48.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +0.4% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | +4.5% | -14.8% | +19.3% | +8.9% |
| 3M | +8.3% | -15.6% | +23.8% | +12.2% |
| 6M | +54.2% | -8.7% | +62.9% | +54.9% |
| YTD | +74.6% | +37.3% | +37.2% | +55.6% |
| 1Y | +84.9% | +80.3% | +4.6% | +51.6% |
| 3Y | +197.5% | +177.9% | +19.6% | +110.3% |
| 5Y | +150.6% | +235.8% | -85.2% | +64.5% |
| All | +513.6% | +562.2% | -48.6% | +191.9% |
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 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