+1,381.0%
NET vs AEIS
+278.1%
+1,102.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | +1.9% |
| 7D | -16.4% | -12.7% | -3.7% | -11.8% |
| 30D | -25.8% | -28.8% | +3.0% | -15.4% |
| 3M | -11.5% | -38.0% | +26.5% | +5.0% |
| 6M | +18.9% | -45.3% | +64.2% | +41.8% |
| YTD | +35.2% | +1.1% | +34.1% | +15.3% |
| 1Y | +14.5% | +8.6% | +5.8% | -7.0% |
| 3Y | +313.8% | +132.5% | +181.3% | +115.8% |
| 5Y | +32.6% | +129.0% | -96.5% | -29.5% |
| All | +1,381.0% | +278.1% | +1,102.9% | +548.2% |
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