+55.0%
EWZ vs AEIS
+219.5%
-164.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +6.5% | +3.0% | +3.5% | +5.9% |
| 30D | +4.8% | -14.6% | +19.5% | +7.7% |
| 3M | +9.9% | -12.4% | +22.3% | +10.6% |
| 6M | +1.9% | -15.0% | +16.9% | +2.3% |
| YTD | +20.3% | +34.3% | -14.0% | +9.0% |
| 1Y | +35.6% | +87.4% | -51.7% | +13.5% |
| 3Y | +43.4% | +139.8% | -96.3% | +9.7% |
| All | +55.0% | +219.5% | -164.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling