+82.3%
PL vs AEIS
+219.5%
-137.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.9% |
| 7D | -9.3% | +3.0% | -12.3% | -11.3% |
| 30D | -18.9% | -14.6% | -4.3% | -10.7% |
| 3M | -58.4% | -12.4% | -45.9% | -56.0% |
| 6M | -30.3% | -15.0% | -15.3% | -27.6% |
| YTD | -8.1% | +34.3% | -42.4% | -34.4% |
| 1Y | +180.5% | +87.4% | +93.1% | +52.3% |
| 3Y | +444.1% | +139.8% | +304.4% | +137.5% |
| All | +82.3% | +219.5% | -137.2% | -37.4% |
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