+39.5%
PL vs AEIS
+91.0%
-51.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | +1.9% |
| 7D | +10.0% | +11.5% | -1.5% | +2.9% |
| 30D | -2.3% | -15.8% | +13.5% | +7.9% |
| 3M | -44.2% | -33.3% | -10.9% | -29.8% |
| 6M | -66.1% | -35.2% | -30.9% | -57.7% |
| YTD | -30.0% | +5.0% | -35.0% | -40.8% |
| 1Y | +21.0% | +8.5% | +12.6% | +0.2% |
| 3Y | +516.5% | +152.9% | +363.6% | +180.0% |
| 5Y | +32.0% | +144.6% | -112.6% | -41.2% |
| All | +39.5% | +91.0% | -51.5% | -37.8% |
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