+35.6%
EWZ vs AEIS
+93.3%
-57.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | +6.5% | +3.0% | +3.5% | +6.0% |
| 30D | +4.8% | -14.6% | +19.5% | +7.1% |
| 3M | +9.9% | -12.4% | +22.3% | +10.0% |
| 6M | +1.9% | -15.0% | +16.9% | +1.3% |
| YTD | +20.3% | +34.3% | -14.0% | +10.3% |
| 1Y | +35.6% | +87.4% | -51.7% | +19.7% |
| All | +35.6% | +93.3% | -57.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling