+45.2%
PL vs AEIS
+90.6%
-45.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +11.3% | +3.2% | +7.3% |
| 7D | +10.9% | +1.0% | +9.9% | +10.2% |
| 30D | -16.4% | -24.0% | +7.7% | -1.1% |
| 3M | -39.9% | -32.5% | -7.4% | -24.9% |
| 6M | -63.2% | -38.6% | -24.6% | -52.3% |
| YTD | -27.1% | +4.8% | -32.0% | -38.2% |
| 1Y | +12.2% | +1.3% | +10.8% | -2.2% |
| 3Y | +584.3% | +159.2% | +425.1% | +206.5% |
| 5Y | +37.0% | +140.8% | -103.8% | -38.9% |
| All | +45.2% | +90.6% | -45.5% | -35.1% |
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