+1.6%
EXC vs AEIS
-39.4%
+41.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -1.5% |
| 7D | -1.2% | -11.3% | +10.1% | -1.8% |
| 30D | +10.0% | -32.6% | +42.5% | +9.3% |
| 3M | +1.6% | -39.2% | +40.8% | +1.7% |
| All | +1.6% | -39.4% | +41.0% | +1.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling