-76.8%
PATH vs AEIS
+98.8%
-175.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.2% | +8.5% | +0.9% |
| 7D | -5.6% | -22.6% | +17.0% | +2.9% |
| 30D | -0.7% | -38.7% | +38.0% | +17.9% |
| 3M | -5.9% | -43.6% | +37.7% | +13.3% |
| 6M | +21.6% | -46.2% | +67.8% | +40.8% |
| YTD | -20.6% | -11.2% | -9.4% | -38.6% |
| 1Y | -10.6% | -17.7% | +7.1% | -27.4% |
| 3Y | -24.9% | +104.1% | -129.0% | -72.1% |
| 5Y | -76.8% | +98.5% | -175.3% | -92.2% |
| All | -76.8% | +98.8% | -175.6% | -92.2% |
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