-22.5%
KWEB vs AEIS
+562.2%
-584.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -0.9% |
| 7D | -5.6% | +2.3% | -7.8% | -6.3% |
| 30D | -10.7% | -14.8% | +4.1% | -6.6% |
| 3M | -7.4% | -15.6% | +8.2% | -5.4% |
| 6M | -19.3% | -8.7% | -10.6% | -21.3% |
| YTD | -27.8% | +37.3% | -65.1% | -39.8% |
| 1Y | -35.9% | +80.3% | -116.3% | -52.2% |
| 3Y | -1.9% | +177.9% | -179.9% | -41.3% |
| 5Y | -43.2% | +235.8% | -279.0% | -69.0% |
| All | -22.5% | +562.2% | -584.7% | -71.0% |
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