+31.0%
PL vs AEIS
+142.3%
-111.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | +2.0% |
| 7D | +10.0% | +11.5% | -1.5% | +2.4% |
| 30D | -2.3% | -15.8% | +13.5% | +8.6% |
| 3M | -44.2% | -33.3% | -10.9% | -28.6% |
| 6M | -66.1% | -35.2% | -30.9% | -57.1% |
| YTD | -30.0% | +5.0% | -35.0% | -42.9% |
| 1Y | +21.0% | +8.5% | +12.6% | -3.6% |
| 3Y | +516.5% | +152.9% | +363.6% | +140.9% |
| All | +31.0% | +142.3% | -111.3% | -49.6% |
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