+1,349.6%
EXC vs AEIS
+1,770.4%
-420.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.3% |
| 7D | -1.2% | -11.3% | +10.1% | -0.6% |
| 30D | +10.0% | -32.6% | +42.5% | +12.4% |
| 3M | +1.6% | -39.2% | +40.8% | +4.4% |
| 6M | +3.3% | -45.4% | +48.6% | +6.1% |
| YTD | +7.6% | -5.8% | +13.4% | +6.1% |
| 1Y | +3.5% | -10.0% | +13.5% | +2.3% |
| 3Y | +27.7% | +121.2% | -93.5% | +16.8% |
| 5Y | +41.1% | +110.6% | -69.5% | +28.4% |
| 10Y | +178.2% | +326.6% | -148.4% | +136.5% |
| All | +1,349.6% | +1,770.4% | -420.8% | +999.2% |
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