+112.5%
NET vs AEIS
+219.5%
-107.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.2% |
| 7D | -7.0% | +3.0% | -9.9% | -8.3% |
| 30D | -4.8% | -14.6% | +9.9% | +2.3% |
| 3M | +3.8% | -12.4% | +16.3% | +4.9% |
| 6M | +50.0% | -15.0% | +65.0% | +44.6% |
| YTD | +41.5% | +34.3% | +7.2% | -3.1% |
| 1Y | +32.8% | +87.4% | -54.5% | -31.2% |
| 3Y | +335.9% | +139.8% | +196.1% | +66.8% |
| All | +112.5% | +219.5% | -107.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling