-47.8%
S vs AEIS
+96.8%
-144.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.2% |
| 7D | +2.0% | +11.5% | -9.5% | -2.3% |
| 30D | -2.7% | -15.8% | +13.0% | +2.7% |
| 3M | -6.9% | -33.3% | +26.4% | +6.2% |
| 6M | +38.1% | -35.2% | +73.3% | +51.5% |
| YTD | +48.0% | +5.0% | +43.0% | +14.4% |
| 1Y | +34.5% | +8.5% | +26.0% | +1.1% |
| 3Y | +38.3% | +152.9% | -114.6% | -48.5% |
| 5Y | -70.9% | +144.6% | -215.5% | -89.6% |
| All | -47.8% | +96.8% | -144.6% | -79.8% |
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