+1,286.7%
EXC vs AEIS
+2,566.8%
-1,280.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | +0.3% | +3.0% | -2.7% | +0.1% |
| 30D | -3.7% | -14.6% | +10.9% | -2.8% |
| 3M | -1.3% | -12.4% | +11.2% | -1.1% |
| 6M | -9.7% | -15.0% | +5.3% | -9.7% |
| YTD | +2.9% | +34.3% | -31.4% | -0.4% |
| 1Y | +4.4% | +87.4% | -83.0% | -1.4% |
| 3Y | +22.2% | +139.8% | -117.6% | +11.9% |
| 5Y | +46.7% | +220.7% | -174.0% | +30.4% |
| 10Y | +155.3% | +531.6% | -376.3% | +112.7% |
| All | +1,286.7% | +2,566.8% | -1,280.1% | +932.5% |
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