+380.3%
NDAQ vs AEIS
+545.5%
-165.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -1.6% | +6.5% | -8.0% | -2.7% |
| 30D | -1.5% | -9.2% | +7.7% | 0.0% |
| 3M | +8.0% | -8.3% | +16.4% | +7.5% |
| 6M | +7.7% | -6.3% | +14.1% | +5.2% |
| YTD | -2.3% | +36.5% | -38.8% | -13.0% |
| 1Y | +0.6% | +84.8% | -84.2% | -17.3% |
| 3Y | +90.9% | +176.6% | -85.7% | +37.7% |
| 5Y | +52.5% | +237.1% | -184.6% | +2.3% |
| 10Y | +380.3% | +554.7% | -174.4% | +149.6% |
| All | +380.3% | +545.5% | -165.3% | +149.6% |
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