+20.7%
EXE vs AEIS
+173.5%
-152.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | -1.8% | +8.1% | -9.9% | -2.4% |
| 30D | +6.4% | -11.1% | +17.5% | +7.2% |
| 3M | +9.2% | -5.6% | +14.9% | +8.8% |
| 6M | -7.0% | -0.6% | -6.3% | -9.0% |
| YTD | -9.5% | +38.0% | -47.5% | -16.2% |
| 1Y | +6.2% | +87.2% | -81.0% | -7.4% |
| 3Y | +20.7% | +179.7% | -158.9% | -4.2% |
| All | +20.7% | +173.5% | -152.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling