+158.0%
EXPE vs AEIS
+545.5%
-387.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -11.5% | +6.5% | -18.0% | -13.4% |
| 30D | -13.1% | -9.2% | -3.9% | -11.2% |
| 3M | +18.1% | -8.3% | +26.5% | +16.1% |
| 6M | +13.3% | -6.3% | +19.6% | +7.9% |
| YTD | -3.2% | +36.5% | -39.7% | -21.8% |
| 1Y | +26.1% | +84.8% | -58.6% | -11.1% |
| 3Y | +151.7% | +176.6% | -24.9% | +43.8% |
| 5Y | +88.3% | +237.1% | -148.8% | -2.4% |
| 10Y | +158.0% | +554.7% | -396.7% | -0.3% |
| All | +158.0% | +545.5% | -387.5% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling