+185.7%
EXPE vs AEIS
+157.5%
+28.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | -9.5% | +3.0% | -12.5% | -10.0% |
| 30D | -6.6% | -14.6% | +8.0% | -4.4% |
| 3M | +31.4% | -12.4% | +43.8% | +30.8% |
| 6M | +35.2% | -15.0% | +50.1% | +33.0% |
| YTD | +5.8% | +34.3% | -28.5% | -11.7% |
| 1Y | +38.7% | +87.4% | -48.7% | +0.1% |
| All | +185.7% | +157.5% | +28.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling