+72.2%
F vs AEIS
+347.9%
-275.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | -0.2% | -6.9% | +6.6% | +1.0% |
| 30D | +0.9% | -23.2% | +24.1% | +7.4% |
| 3M | -11.3% | -29.5% | +18.1% | -4.2% |
| 6M | +2.0% | -37.9% | +39.9% | +11.6% |
| YTD | -3.2% | +6.0% | -9.1% | -14.0% |
| 1Y | -3.5% | +1.2% | -4.7% | -13.1% |
| 3Y | +48.1% | +150.0% | -101.9% | -9.1% |
| 5Y | -13.5% | +141.9% | -155.4% | -47.1% |
| 10Y | +72.2% | +356.2% | -284.0% | -18.1% |
| All | +72.2% | +347.9% | -275.8% | -18.1% |
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