+44.1%
IR vs AEIS
+109.5%
-65.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.6% |
| 7D | +3.7% | -11.3% | +15.0% | +7.0% |
| 30D | +7.4% | -32.6% | +40.0% | +21.0% |
| 3M | -5.9% | -39.2% | +33.2% | +8.5% |
| 6M | +5.6% | -45.4% | +50.9% | +23.1% |
| YTD | +4.8% | -5.8% | +10.6% | -3.9% |
| 1Y | +6.9% | -10.0% | +16.9% | -0.4% |
| 3Y | +27.6% | +121.2% | -93.6% | -24.5% |
| All | +44.1% | +109.5% | -65.4% | -19.2% |
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 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