+37.6%
ITW vs AEIS
+232.6%
-195.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.2% |
| 30D | -8.3% | -14.8% | +6.5% | -5.6% |
| 3M | +6.0% | -15.6% | +21.6% | +8.0% |
| 6M | 0.0% | -8.7% | +8.7% | -1.4% |
| YTD | +10.2% | +37.3% | -27.1% | -2.9% |
| 1Y | +3.2% | +80.3% | -77.1% | -16.8% |
| 3Y | +21.0% | +177.9% | -157.0% | -18.2% |
| All | +37.6% | +232.6% | -195.0% | -16.6% |
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 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