+227.5%
LOW vs AEIS
+562.2%
-334.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -1.1% |
| 7D | -3.7% | +2.3% | -6.0% | -4.3% |
| 30D | -8.9% | -14.8% | +5.9% | -5.6% |
| 3M | -10.4% | -15.6% | +5.2% | -8.9% |
| 6M | -19.4% | -8.7% | -10.7% | -20.9% |
| YTD | -17.1% | +37.3% | -54.4% | -28.3% |
| 1Y | -26.3% | +80.3% | -106.6% | -42.1% |
| 3Y | -9.9% | +177.9% | -187.8% | -40.6% |
| 5Y | +6.1% | +235.8% | -229.7% | -35.9% |
| All | +227.5% | +562.2% | -334.7% | +37.0% |
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