+284.7%
P vs AEIS
+142.3%
+142.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.4% |
| 7D | +11.6% | +11.5% | +0.1% | +4.6% |
| 30D | -23.7% | -15.8% | -7.9% | -15.9% |
| 3M | -8.0% | -33.3% | +25.3% | +14.4% |
| 6M | +27.9% | -35.2% | +63.1% | +57.5% |
| YTD | +61.2% | +5.0% | +56.1% | +41.9% |
| 1Y | +28.6% | +8.5% | +20.1% | +10.8% |
| 3Y | +200.5% | +152.9% | +47.6% | +47.5% |
| All | +284.7% | +142.3% | +142.4% | +77.6% |
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