+568.6%
SE vs AEIS
+220.6%
+348.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -3.6% | +6.5% | -10.1% | -6.1% |
| 30D | -5.3% | -9.2% | +3.9% | -2.1% |
| 3M | +28.1% | -8.3% | +36.4% | +26.6% |
| 6M | +20.7% | -6.3% | +27.0% | +14.6% |
| YTD | -14.8% | +36.5% | -51.3% | -33.2% |
| 1Y | -43.6% | +84.8% | -128.3% | -62.4% |
| 3Y | +184.2% | +176.6% | +7.6% | +45.7% |
| 5Y | -66.3% | +237.1% | -303.4% | -84.2% |
| All | +568.6% | +220.6% | +348.0% | +134.9% |
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 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