+100.0%
IT vs AEIS
+562.2%
-462.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.3% | +4.2% |
| 7D | -3.7% | +2.3% | -5.9% | -4.2% |
| 30D | +0.1% | -14.8% | +14.9% | +3.1% |
| 3M | +20.7% | -15.6% | +36.3% | +21.8% |
| 6M | +12.0% | -8.7% | +20.7% | +7.6% |
| YTD | -28.8% | +37.3% | -66.1% | -40.1% |
| 1Y | -25.5% | +80.3% | -105.9% | -42.9% |
| 3Y | -48.8% | +177.9% | -226.7% | -67.1% |
| 5Y | -42.7% | +235.8% | -278.6% | -66.2% |
| All | +100.0% | +562.2% | -462.2% | -9.5% |
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