+84.1%
EWZ vs AEIS
+546.3%
-462.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | +5.6% | +8.1% | -2.6% | +3.2% |
| 30D | +9.3% | -11.1% | +20.4% | +12.3% |
| 3M | +15.7% | -5.6% | +21.3% | +14.3% |
| 6M | +7.4% | -0.6% | +8.1% | +3.0% |
| YTD | +22.7% | +38.0% | -15.3% | +5.5% |
| 1Y | +36.4% | +87.2% | -50.8% | +5.3% |
| 3Y | +50.4% | +179.7% | -129.3% | -3.4% |
| 5Y | +67.6% | +241.7% | -174.1% | -4.4% |
| 10Y | +84.1% | +547.2% | -463.1% | -36.1% |
| All | +84.1% | +546.3% | -462.3% | -36.1% |
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 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