-4.3%
M vs AEIS
+347.9%
-352.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +5.0% | -6.9% | +11.9% | +6.8% |
| 30D | +10.6% | -23.2% | +33.8% | +19.1% |
| 3M | +1.6% | -29.5% | +31.1% | +11.3% |
| 6M | +30.8% | -37.9% | +68.7% | +45.6% |
| YTD | +16.9% | +6.0% | +10.9% | +1.9% |
| 1Y | +26.3% | +1.2% | +25.0% | +11.8% |
| 3Y | +158.6% | +150.0% | +8.7% | +51.7% |
| 5Y | +2.1% | +141.9% | -139.8% | -40.2% |
| 10Y | -4.3% | +356.2% | -360.5% | -64.2% |
| All | -4.3% | +347.9% | -352.3% | -64.2% |
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