+707.9%
P vs AEIS
+358.4%
+349.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.3% | -5.0% | +0.2% |
| 7D | -9.6% | +1.0% | -10.6% | -10.1% |
| 30D | -33.4% | -24.0% | -9.4% | -22.7% |
| 3M | +14.2% | -32.5% | +46.7% | +39.5% |
| 6M | +31.6% | -38.6% | +70.1% | +65.4% |
| YTD | +53.5% | +4.8% | +48.6% | +39.7% |
| 1Y | +14.2% | +1.3% | +12.8% | +5.9% |
| 3Y | +190.5% | +159.2% | +31.3% | +57.8% |
| 5Y | +256.3% | +140.8% | +115.5% | +93.8% |
| 10Y | +707.9% | +349.8% | +358.1% | +138.3% |
| All | +707.9% | +358.4% | +349.4% | +138.3% |
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