+24.5%
Q vs AEIS
+7.6%
+16.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.4% | -1.4% |
| 7D | +1.2% | +11.5% | -10.3% | -4.7% |
| 30D | -2.7% | -15.8% | +13.1% | +5.5% |
| 3M | -16.9% | -33.3% | +16.4% | +1.2% |
| 6M | -26.9% | -35.2% | +8.3% | -9.8% |
| YTD | +45.2% | +5.0% | +40.2% | +46.9% |
| 1Y | +38.1% | +8.5% | +29.7% | +39.7% |
| All | +24.5% | +7.6% | +16.9% | +25.8% |
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