+26.1%
EXPE vs AEIS
+85.4%
-59.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.8% |
| 7D | -11.5% | +6.5% | -18.0% | -11.3% |
| 30D | -13.1% | -9.2% | -3.9% | -13.2% |
| 3M | +18.1% | -8.3% | +26.5% | +17.0% |
| 6M | +13.3% | -6.3% | +19.6% | +11.6% |
| YTD | -3.2% | +36.5% | -39.7% | -8.8% |
| 1Y | +26.1% | +84.8% | -58.6% | +15.3% |
| All | +26.1% | +85.4% | -59.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling