+8.1%
EWZ vs AEIS
+6.2%
+1.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.1% | +12.8% | +2.8% |
| 7D | -4.1% | -12.7% | +8.6% | -2.8% |
| 30D | -25.0% | -28.8% | +3.9% | -22.0% |
| 3M | -10.6% | -38.0% | +27.4% | -5.6% |
| 6M | -16.6% | -45.3% | +28.7% | -10.8% |
| YTD | +2.5% | +1.1% | +1.3% | -3.3% |
| 1Y | +8.1% | +8.6% | -0.5% | +0.1% |
| All | +8.1% | +6.2% | +1.8% | +0.1% |
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