+277.0%
IR vs AEIS
+271.7%
+5.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -1.9% | +6.5% | -8.4% | -4.0% |
| 30D | -15.0% | -9.2% | -5.9% | -12.8% |
| 3M | -0.4% | -8.3% | +7.9% | -0.6% |
| 6M | -15.0% | -6.3% | -8.7% | -16.9% |
| YTD | -7.1% | +36.5% | -43.6% | -21.7% |
| 1Y | -7.5% | +84.8% | -92.3% | -31.4% |
| 3Y | +6.3% | +176.6% | -170.3% | -34.6% |
| 5Y | +37.3% | +237.1% | -199.8% | -23.3% |
| All | +277.0% | +271.7% | +5.4% | +68.4% |
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