+349.8%
EWZ vs AEIS
+228.3%
+121.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.8% |
| 7D | -1.5% | -11.3% | +9.8% | +0.8% |
| 30D | -24.5% | -32.6% | +8.1% | -17.7% |
| 3M | -10.7% | -39.2% | +28.5% | -1.1% |
| 6M | -19.1% | -45.4% | +26.3% | -9.8% |
| YTD | +1.6% | -5.8% | +7.4% | -2.8% |
| 1Y | +4.3% | -10.0% | +14.3% | +0.7% |
| 3Y | +19.0% | +121.2% | -102.2% | -13.0% |
| 5Y | +57.7% | +110.6% | -53.0% | +13.3% |
| 10Y | +51.3% | +326.6% | -275.3% | -15.5% |
| All | +349.8% | +228.3% | +121.6% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling