+76.2%
O vs AEIS
+332.3%
-256.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.2% |
| 7D | -0.4% | +11.5% | -11.9% | -2.0% |
| 30D | +7.1% | -15.8% | +22.9% | +8.9% |
| 3M | -5.2% | -33.3% | +28.1% | -0.6% |
| 6M | -1.8% | -35.2% | +33.4% | +1.8% |
| YTD | +9.1% | +5.0% | +4.0% | +1.9% |
| 1Y | +9.7% | +8.5% | +1.2% | +1.6% |
| 3Y | +39.1% | +152.9% | -113.7% | +3.3% |
| 5Y | +8.4% | +144.6% | -136.3% | -21.5% |
| All | +76.2% | +332.3% | -256.1% | -7.2% |
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