+78.8%
SE vs AEIS
+152.4%
-73.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.3% | -8.4% | +0.7% |
| 7D | +3.3% | +1.0% | +2.3% | +2.5% |
| 30D | -18.2% | -24.0% | +5.9% | -14.1% |
| 3M | -31.3% | -32.5% | +1.2% | -26.5% |
| 6M | -10.1% | -38.6% | +28.5% | -3.9% |
| YTD | -38.9% | +4.8% | -43.7% | -46.1% |
| 1Y | -48.0% | +1.3% | -49.3% | -53.6% |
| 3Y | +78.8% | +159.2% | -80.4% | +51.7% |
| All | +78.8% | +152.4% | -73.6% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling