+116.8%
EXPE vs AEIS
+160.4%
-43.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -11.2% | -6.9% | -4.3% | -10.8% |
| 30D | -7.5% | -23.2% | +15.7% | -4.9% |
| 3M | -19.1% | -29.5% | +10.4% | -16.3% |
| 6M | +10.7% | -37.9% | +48.6% | +15.2% |
| YTD | -9.9% | +6.0% | -15.9% | -22.4% |
| 1Y | -4.6% | +1.2% | -5.9% | -16.7% |
| 3Y | +116.8% | +150.0% | -33.2% | +28.5% |
| All | +116.8% | +160.4% | -43.6% | +28.5% |
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