-54.3%
S vs AEIS
+155.8%
-210.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -1.2% | +6.5% | -7.7% | -3.9% |
| 30D | -12.6% | -9.2% | -3.4% | -9.8% |
| 3M | +27.6% | -8.3% | +35.9% | +25.4% |
| 6M | +35.5% | -6.3% | +41.8% | +25.2% |
| YTD | +29.6% | +36.5% | -6.9% | -7.4% |
| 1Y | +8.1% | +84.8% | -76.6% | -38.6% |
| 3Y | +14.8% | +176.6% | -161.8% | -54.8% |
| 5Y | -70.6% | +237.1% | -307.7% | -90.5% |
| All | -54.3% | +155.8% | -210.1% | -83.6% |
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