+336.0%
IR vs AEIS
+186.0%
+150.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.0% |
| 7D | +2.5% | +11.5% | -9.0% | -1.3% |
| 30D | +9.2% | -15.8% | +24.9% | +14.1% |
| 3M | +0.9% | -33.3% | +34.3% | +13.0% |
| 6M | +19.2% | -35.2% | +54.4% | +30.7% |
| YTD | +7.5% | +5.0% | +2.5% | -3.1% |
| 1Y | +11.7% | +8.5% | +3.3% | -0.6% |
| 3Y | +23.9% | +152.9% | -129.0% | -23.2% |
| 5Y | +46.4% | +144.6% | -98.3% | -10.4% |
| All | +336.0% | +186.0% | +150.0% | +108.6% |
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