+47.4%
EWZ vs AEIS
+311.8%
-264.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -1.0% |
| 7D | -1.5% | -11.3% | +9.8% | +1.0% |
| 30D | -24.5% | -32.6% | +8.1% | -17.0% |
| 3M | -10.7% | -39.2% | +28.5% | 0.0% |
| 6M | -19.1% | -45.4% | +26.3% | -8.8% |
| YTD | +1.6% | -5.8% | +7.4% | -4.7% |
| 1Y | +4.3% | -10.0% | +14.3% | -1.1% |
| 3Y | +19.0% | +121.2% | -102.2% | -20.6% |
| 5Y | +57.7% | +110.6% | -53.0% | +2.4% |
| All | +47.4% | +311.8% | -264.5% | -38.0% |
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