+42.1%
RF vs AEIS
+109.5%
-67.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.9% |
| 7D | -0.9% | -11.3% | +10.4% | +1.4% |
| 30D | +6.0% | -32.6% | +38.6% | +16.0% |
| 3M | -8.9% | -39.2% | +30.3% | +1.6% |
| 6M | +2.3% | -45.4% | +47.7% | +14.8% |
| YTD | +7.6% | -5.8% | +13.4% | -3.1% |
| 1Y | +21.2% | -10.0% | +31.2% | +10.6% |
| 3Y | +108.5% | +121.2% | -12.6% | +25.1% |
| All | +42.1% | +109.5% | -67.4% | -15.9% |
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