+50.9%
O vs AEIS
+531.1%
-480.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -3.3% | -16.4% | +13.1% | -0.8% |
| 3M | -2.8% | -11.1% | +8.3% | -2.9% |
| 6M | -5.8% | -12.0% | +6.3% | -6.5% |
| YTD | +9.4% | +30.9% | -21.5% | 0.0% |
| 1Y | +5.7% | +74.3% | -68.7% | -9.4% |
| 3Y | +27.2% | +165.2% | -137.9% | -3.9% |
| 5Y | +17.2% | +220.0% | -202.8% | -18.1% |
| All | +50.9% | +531.1% | -480.2% | -22.7% |
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