-67.0%
SE vs AEIS
+228.8%
-295.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.1% |
| 7D | +0.6% | +8.1% | -7.5% | -2.8% |
| 30D | -0.1% | -11.1% | +11.0% | +4.3% |
| 3M | +34.1% | -5.6% | +39.8% | +30.0% |
| 6M | +23.2% | -0.6% | +23.9% | +11.4% |
| YTD | -11.2% | +38.0% | -49.2% | -34.9% |
| 1Y | -40.5% | +87.2% | -127.8% | -64.7% |
| 3Y | +196.3% | +179.7% | +16.6% | +20.8% |
| 5Y | -67.0% | +241.7% | -308.8% | -89.5% |
| All | -67.0% | +228.8% | -295.9% | -89.5% |
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