+546.8%
ON vs AEIS
+350.2%
+196.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +1.0% |
| 7D | +17.0% | +23.2% | -6.2% | +0.3% |
| 30D | -3.9% | -17.0% | +13.1% | +7.9% |
| 3M | -11.5% | -32.2% | +20.6% | +13.8% |
| 6M | -29.2% | -32.6% | +3.4% | -9.7% |
| YTD | +36.2% | +9.4% | +26.8% | +15.6% |
| 1Y | +49.6% | +7.7% | +42.0% | +28.1% |
| 3Y | +9.4% | +157.9% | -148.5% | -54.5% |
| 5Y | +25.8% | +154.8% | -128.9% | -46.0% |
| All | +546.8% | +350.2% | +196.5% | +55.3% |
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