-41.4%
IT vs AEIS
+150.6%
-192.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.7% |
| 7D | -6.8% | +9.5% | -16.3% | -7.8% |
| 30D | -0.6% | -17.5% | +16.9% | +1.2% |
| 3M | +3.1% | -29.3% | +32.3% | +6.6% |
| 6M | +25.5% | -34.7% | +60.2% | +28.9% |
| YTD | -23.5% | +10.7% | -34.2% | -35.1% |
| 1Y | -16.6% | +7.4% | -24.0% | -28.9% |
| 3Y | -53.1% | +161.1% | -214.2% | -72.9% |
| 5Y | -41.4% | +150.7% | -192.2% | -68.1% |
| All | -41.4% | +150.6% | -192.0% | -68.1% |
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