+559.3%
ROKU vs AEIS
+281.2%
+278.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.7% |
| 7D | -0.4% | +2.3% | -2.7% | -1.6% |
| 30D | +2.1% | -14.8% | +16.9% | +8.6% |
| 3M | +29.5% | -15.6% | +45.1% | +33.3% |
| 6M | +53.8% | -8.7% | +62.5% | +48.8% |
| YTD | +42.8% | +37.3% | +5.5% | +9.9% |
| 1Y | +60.7% | +80.3% | -19.6% | +5.4% |
| 3Y | +83.9% | +177.9% | -94.0% | -6.7% |
| 5Y | -52.8% | +235.8% | -288.6% | -77.6% |
| All | +559.3% | +281.2% | +278.1% | +51.2% |
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 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