+590.1%
EWT vs AEIS
+383.5%
+206.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | +1.6% | +8.1% | -6.5% | -0.2% |
| 30D | +8.2% | -11.1% | +19.3% | +10.9% |
| 3M | +11.1% | -5.6% | +16.7% | +11.6% |
| 6M | +60.4% | -0.6% | +61.1% | +58.2% |
| YTD | +75.6% | +38.0% | +37.5% | +59.5% |
| 1Y | +91.3% | +87.2% | +4.1% | +61.0% |
| 3Y | +200.3% | +179.7% | +20.6% | +125.2% |
| 5Y | +156.4% | +241.7% | -85.4% | +80.2% |
| 10Y | +495.8% | +547.2% | -51.4% | +232.2% |
| All | +590.1% | +383.5% | +206.6% | +135.5% |
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 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