+183.8%
EXC vs AEIS
+358.4%
-174.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | -1.2% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | +9.3% | -24.0% | +33.3% | +12.2% |
| 3M | +1.0% | -32.5% | +33.5% | +4.8% |
| 6M | +5.9% | -38.6% | +44.5% | +9.9% |
| YTD | +7.6% | +4.8% | +2.8% | +2.1% |
| 1Y | +2.4% | +1.3% | +1.1% | -2.5% |
| 3Y | +30.2% | +159.2% | -129.0% | +1.2% |
| 5Y | +41.4% | +140.8% | -99.5% | +8.0% |
| 10Y | +183.8% | +349.8% | -166.0% | +60.9% |
| All | +183.8% | +358.4% | -174.7% | +60.9% |
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