-18.9%
EXE vs AEIS
+6.2%
-25.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.1% | +8.2% | -3.1% |
| 7D | -4.7% | -12.7% | +8.0% | -4.9% |
| 30D | +1.0% | -28.8% | +29.9% | +0.3% |
| 3M | -5.6% | -38.0% | +32.4% | -6.4% |
| 6M | -12.3% | -45.3% | +33.0% | -12.8% |
| YTD | -19.5% | +1.1% | -20.6% | -20.3% |
| 1Y | -18.9% | +8.6% | -27.5% | -20.0% |
| All | -18.9% | +6.2% | -25.1% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling