+67.0%
EWZ vs AEIS
+375.1%
-308.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.3% |
| 7D | +0.6% | +9.5% | -8.9% | -2.3% |
| 30D | -25.5% | -17.5% | -8.0% | -22.6% |
| 3M | -4.5% | -29.3% | +24.7% | +2.6% |
| 6M | -15.3% | -34.7% | +19.4% | -9.2% |
| YTD | +3.1% | +10.7% | -7.6% | -7.6% |
| 1Y | +1.2% | +7.4% | -6.2% | -8.7% |
| 3Y | +19.3% | +161.1% | -141.9% | -24.0% |
| 5Y | +52.3% | +150.7% | -98.4% | -6.0% |
| 10Y | +67.0% | +360.8% | -293.8% | -32.9% |
| All | +67.0% | +375.1% | -308.1% | -32.9% |
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