+212.3%
IEFA vs AEIS
+2,369.5%
-2,157.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.5% | +6.5% | -6.9% | -1.8% |
| 30D | -1.1% | -9.2% | +8.1% | +0.5% |
| 3M | +5.1% | -8.3% | +13.4% | +5.1% |
| 6M | +9.3% | -6.3% | +15.6% | +7.9% |
| YTD | +13.0% | +36.5% | -23.5% | +2.1% |
| 1Y | +19.2% | +84.8% | -65.6% | 0.0% |
| 3Y | +67.0% | +176.6% | -109.6% | +24.2% |
| 5Y | +51.1% | +237.1% | -186.0% | +5.3% |
| 10Y | +146.5% | +554.7% | -408.2% | +38.6% |
| All | +212.3% | +2,369.5% | -2,157.2% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling