+238.6%
P vs AEIS
+109.5%
+129.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | 0.0% |
| 7D | -23.8% | -11.3% | -12.5% | -18.2% |
| 30D | -36.6% | -32.6% | -4.0% | -20.4% |
| 3M | +10.9% | -39.2% | +50.0% | +45.4% |
| 6M | +30.0% | -45.4% | +75.3% | +76.9% |
| YTD | +44.4% | -5.8% | +50.2% | +35.8% |
| 1Y | +3.9% | -10.0% | +13.9% | +0.5% |
| 3Y | +176.6% | +121.2% | +55.4% | +47.3% |
| All | +238.6% | +109.5% | +129.1% | +72.3% |
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 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