-3.4%
M vs AEIS
+546.3%
-549.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.6% |
| 7D | +2.4% | +8.1% | -5.8% | -0.6% |
| 30D | -11.6% | -11.1% | -0.5% | -8.4% |
| 3M | +1.6% | -5.6% | +7.3% | -0.1% |
| 6M | +25.2% | -0.6% | +25.9% | +18.2% |
| YTD | +3.8% | +38.0% | -34.3% | -15.5% |
| 1Y | +36.3% | +87.2% | -50.9% | -3.1% |
| 3Y | +116.3% | +179.7% | -63.3% | +26.0% |
| 5Y | +28.2% | +241.7% | -213.6% | -31.6% |
| 10Y | -3.4% | +547.2% | -550.6% | -66.1% |
| All | -3.4% | +546.3% | -549.7% | -66.1% |
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 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