-8.1%
M vs AEIS
+332.3%
-340.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.9% |
| 7D | +7.0% | +11.5% | -4.5% | +2.9% |
| 30D | +8.9% | -15.8% | +24.7% | +13.3% |
| 3M | +4.5% | -33.3% | +37.8% | +16.9% |
| 6M | +36.2% | -35.2% | +71.4% | +48.8% |
| YTD | +15.1% | +5.0% | +10.1% | +0.5% |
| 1Y | +27.4% | +8.5% | +19.0% | +9.5% |
| 3Y | +160.1% | +152.9% | +7.3% | +51.7% |
| 5Y | -1.6% | +144.6% | -146.2% | -42.6% |
| All | -8.1% | +332.3% | -340.4% | -65.0% |
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