+39.5%
PL vs AEIS
+145.7%
-106.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | +5.6% | -6.9% | +12.5% | +10.9% |
| 30D | -16.9% | -23.2% | +6.3% | -1.4% |
| 3M | -38.2% | -29.5% | -8.7% | -23.9% |
| 6M | -63.4% | -37.9% | -25.5% | -52.3% |
| YTD | -27.6% | +6.0% | -33.6% | -41.2% |
| 1Y | +6.6% | +1.2% | +5.3% | -9.8% |
| 3Y | +557.6% | +150.0% | +407.7% | +160.4% |
| 5Y | +39.5% | +141.9% | -102.4% | -44.2% |
| All | +39.5% | +145.7% | -106.2% | -44.2% |
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