+146.1%
EWT vs AEIS
+219.6%
-73.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.8% | -16.4% | +21.2% | +10.7% |
| 3M | +11.1% | -11.1% | +22.3% | +13.7% |
| 6M | +54.6% | -12.0% | +66.7% | +56.9% |
| YTD | +71.4% | +30.9% | +40.6% | +51.6% |
| 1Y | +82.1% | +74.3% | +7.8% | +45.0% |
| 3Y | +193.2% | +165.2% | +28.1% | +95.0% |
| 5Y | +146.1% | +220.0% | -73.9% | +46.5% |
| All | +146.1% | +219.6% | -73.5% | +46.5% |
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