+1,349.3%
EXC vs AEIS
+2,098.8%
-749.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.1% |
| 7D | -1.4% | +9.5% | -10.8% | -2.0% |
| 30D | +8.3% | -17.5% | +25.8% | +9.2% |
| 3M | +2.6% | -29.3% | +31.9% | +4.3% |
| 6M | +5.2% | -34.7% | +39.9% | +6.8% |
| YTD | +7.5% | +10.7% | -3.2% | +4.9% |
| 1Y | +3.2% | +7.4% | -4.2% | +0.8% |
| 3Y | +29.5% | +161.1% | -131.6% | +17.2% |
| 5Y | +39.7% | +150.7% | -111.1% | +25.6% |
| 10Y | +200.1% | +360.8% | -160.8% | +153.5% |
| All | +1,349.3% | +2,098.8% | -749.5% | +987.3% |
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