+178.5%
EXE vs AEIS
+161.0%
+17.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -0.3% | +3.0% | -3.2% | -0.6% |
| 30D | +8.5% | -14.6% | +23.1% | +10.3% |
| 3M | +5.5% | -12.4% | +17.9% | +5.9% |
| 6M | -5.9% | -15.0% | +9.1% | -6.1% |
| YTD | -9.7% | +34.3% | -44.0% | -17.3% |
| 1Y | +3.6% | +87.4% | -83.8% | -11.5% |
| 3Y | +18.0% | +139.8% | -121.7% | -7.0% |
| 5Y | +109.4% | +220.7% | -111.3% | +52.3% |
| All | +178.5% | +161.0% | +17.5% | +105.4% |
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