+53.9%
F vs AEIS
+219.5%
-165.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | +5.3% | +3.0% | +2.4% | +4.3% |
| 30D | +4.6% | -14.6% | +19.2% | +9.6% |
| 3M | -3.7% | -12.4% | +8.8% | -2.9% |
| 6M | +16.8% | -15.0% | +31.8% | +16.8% |
| YTD | +15.3% | +34.3% | -19.0% | -6.3% |
| 1Y | +31.0% | +87.4% | -56.4% | -10.2% |
| 3Y | +45.4% | +139.8% | -94.3% | -17.3% |
| All | +53.9% | +219.5% | -165.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling