+151.5%
EXC vs AEIS
+546.3%
-394.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.4% |
| 7D | +1.2% | +8.1% | -6.9% | +0.2% |
| 30D | -2.7% | -11.1% | +8.4% | -1.5% |
| 3M | -1.0% | -5.6% | +4.7% | -1.6% |
| 6M | -9.3% | -0.6% | -8.6% | -11.3% |
| YTD | +3.6% | +38.0% | -34.4% | -4.1% |
| 1Y | +5.9% | +87.2% | -81.3% | -7.1% |
| 3Y | +21.3% | +179.7% | -158.4% | -4.3% |
| 5Y | +46.2% | +241.7% | -195.6% | +7.0% |
| 10Y | +151.5% | +547.2% | -395.7% | +36.1% |
| All | +151.5% | +546.3% | -394.9% | +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