-80.8%
PATH vs AEIS
+106.4%
-187.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.8% |
| 7D | +2.1% | +11.5% | -9.4% | -2.4% |
| 30D | +1.6% | -15.8% | +17.4% | +6.2% |
| 3M | -20.4% | -33.3% | +12.9% | -10.2% |
| 6M | +40.1% | -35.2% | +75.3% | +50.4% |
| YTD | -19.0% | +5.0% | -24.1% | -40.5% |
| 1Y | -5.8% | +8.5% | -14.3% | -32.4% |
| 3Y | -22.9% | +152.9% | -175.8% | -72.2% |
| 5Y | -75.3% | +144.6% | -219.9% | -91.3% |
| All | -80.8% | +106.4% | -187.2% | -92.8% |
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