+239.8%
RF vs AEIS
+347.9%
-108.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +0.3% | -6.9% | +7.2% | +1.9% |
| 30D | +6.2% | -23.2% | +29.4% | +14.0% |
| 3M | -7.8% | -29.5% | +21.6% | +0.7% |
| 6M | +5.9% | -37.9% | +43.8% | +16.8% |
| YTD | +9.0% | +6.0% | +3.1% | -5.6% |
| 1Y | +19.3% | +1.2% | +18.0% | +4.8% |
| 3Y | +116.4% | +150.0% | -33.5% | +22.7% |
| 5Y | +46.0% | +141.9% | -95.8% | -19.3% |
| 10Y | +239.8% | +356.2% | -116.4% | +27.0% |
| All | +239.8% | +347.9% | -108.1% | +27.0% |
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