-44.9%
S vs AEIS
+98.6%
-143.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.4% | -6.9% | +8.3% | +3.7% |
| 30D | -10.8% | -23.2% | +12.4% | -2.2% |
| 3M | +5.4% | -29.5% | +34.9% | +17.3% |
| 6M | +41.2% | -37.9% | +79.1% | +58.6% |
| YTD | +56.2% | +6.0% | +50.2% | +20.3% |
| 1Y | +36.3% | +1.2% | +35.1% | +7.2% |
| 3Y | +49.4% | +150.0% | -100.5% | -43.7% |
| 5Y | -66.9% | +141.9% | -208.7% | -88.1% |
| All | -44.9% | +98.6% | -143.5% | -78.7% |
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