+56.9%
ON vs AEIS
+238.7%
-181.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -1.9% | +6.5% | -8.3% | -6.7% |
| 30D | -11.0% | -9.2% | -1.9% | -5.1% |
| 3M | -39.3% | -8.3% | -31.0% | -36.7% |
| 6M | +19.8% | -6.3% | +26.2% | +19.9% |
| YTD | +31.1% | +36.5% | -5.4% | -6.7% |
| 1Y | +46.0% | +84.8% | -38.8% | -22.4% |
| 3Y | -27.5% | +176.6% | -204.1% | -74.9% |
| 5Y | +56.9% | +237.1% | -180.2% | -55.9% |
| All | +56.9% | +238.7% | -181.9% | -55.9% |
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