-77.1%
SE vs AEIS
+144.8%
-221.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.3% | -8.4% | -1.5% |
| 7D | +3.3% | +1.0% | +2.3% | +1.6% |
| 30D | -18.2% | -24.0% | +5.9% | -10.1% |
| 3M | -31.3% | -32.5% | +1.2% | -21.9% |
| 6M | -10.1% | -38.6% | +28.5% | +1.3% |
| YTD | -38.9% | +4.8% | -43.7% | -51.4% |
| 1Y | -48.0% | +1.3% | -49.3% | -57.9% |
| 3Y | +78.8% | +159.2% | -80.4% | -34.9% |
| 5Y | -77.1% | +140.8% | -217.9% | -92.4% |
| All | -77.1% | +144.8% | -221.9% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling