+50.3%
EWZ vs AEIS
+358.4%
-308.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | -1.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.2% |
| 30D | -25.1% | -24.0% | -1.1% | -20.4% |
| 3M | -7.7% | -32.5% | +24.8% | +0.3% |
| 6M | -15.8% | -38.6% | +22.7% | -8.3% |
| YTD | +3.6% | +4.8% | -1.2% | -5.7% |
| 1Y | +5.5% | +1.3% | +4.2% | -3.3% |
| 3Y | +22.1% | +159.2% | -137.1% | -22.3% |
| 5Y | +58.3% | +140.8% | -82.5% | -1.2% |
| 10Y | +50.3% | +349.8% | -299.5% | -38.7% |
| All | +50.3% | +358.4% | -308.2% | -38.7% |
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 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