-44.8%
IT vs AEIS
+228.8%
-273.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.8% | -10.2% | -7.8% |
| 7D | -9.1% | +8.1% | -17.3% | -10.3% |
| 30D | -7.0% | -11.1% | +4.1% | -5.7% |
| 3M | +7.6% | -5.6% | +13.3% | +5.6% |
| 6M | +2.1% | -0.6% | +2.8% | -4.2% |
| YTD | -31.6% | +38.0% | -69.6% | -42.8% |
| 1Y | -29.9% | +87.2% | -117.1% | -47.7% |
| 3Y | -51.3% | +179.7% | -231.0% | -70.2% |
| 5Y | -44.8% | +241.7% | -286.5% | -70.7% |
| All | -44.8% | +228.8% | -273.6% | -70.7% |
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