+0.5%
M vs AEIS
+358.4%
-357.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +11.3% | -3.2% | +4.1% |
| 7D | +2.5% | +1.0% | +1.6% | +1.0% |
| 30D | +10.1% | -24.0% | +34.1% | +18.9% |
| 3M | -0.9% | -32.5% | +31.6% | +10.3% |
| 6M | +30.2% | -38.6% | +68.7% | +45.4% |
| YTD | +16.3% | +4.8% | +11.4% | +1.7% |
| 1Y | +27.0% | +1.3% | +25.6% | +12.3% |
| 3Y | +154.5% | +159.2% | -4.7% | +47.0% |
| 5Y | -1.1% | +140.8% | -141.9% | -41.9% |
| 10Y | +0.5% | +349.8% | -349.3% | -61.4% |
| All | +0.5% | +358.4% | -357.9% | -61.4% |
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