+80.3%
EXE vs AEIS
+142.3%
-62.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | +5.3% | +11.5% | -6.2% | +3.9% |
| 30D | -2.2% | -15.8% | +13.6% | -0.7% |
| 3M | -5.9% | -33.3% | +27.4% | -2.1% |
| 6M | -5.7% | -35.2% | +29.5% | -2.7% |
| YTD | -17.8% | +5.0% | -22.9% | -23.4% |
| 1Y | -23.1% | +8.5% | -31.6% | -28.9% |
| 3Y | +21.2% | +152.9% | -131.7% | -10.1% |
| All | +80.3% | +142.3% | -62.0% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling