+481.9%
NYT vs AEIS
+562.2%
-80.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.5% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +4.6% | -14.8% | +19.4% | +7.4% |
| 3M | -9.6% | -15.6% | +6.0% | -8.5% |
| 6M | -14.0% | -8.7% | -5.3% | -15.4% |
| YTD | -2.8% | +37.3% | -40.2% | -13.4% |
| 1Y | +15.6% | +80.3% | -64.7% | -4.3% |
| 3Y | +56.3% | +177.9% | -121.6% | +12.1% |
| 5Y | +39.5% | +235.8% | -196.3% | -6.8% |
| All | +481.9% | +562.2% | -80.3% | +167.5% |
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 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