+101.4%
EXE vs AEIS
+238.7%
-137.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -2.7% | +6.5% | -9.2% | -3.5% |
| 30D | -0.4% | -9.2% | +8.8% | +0.6% |
| 3M | +9.5% | -8.3% | +17.8% | +9.3% |
| 6M | -9.3% | -6.3% | -3.0% | -10.9% |
| YTD | -10.9% | +36.5% | -47.4% | -19.0% |
| 1Y | +4.3% | +84.8% | -80.5% | -11.5% |
| 3Y | +18.8% | +176.6% | -157.8% | -10.9% |
| 5Y | +101.4% | +237.1% | -135.7% | +40.2% |
| All | +101.4% | +238.7% | -137.3% | +40.2% |
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 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