+589.4%
SE vs AEIS
+215.4%
+374.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.9% |
| 7D | -6.1% | +3.0% | -9.1% | -7.3% |
| 30D | -2.5% | -14.6% | +12.2% | +3.4% |
| 3M | +21.7% | -12.4% | +34.2% | +22.5% |
| 6M | +27.0% | -15.0% | +42.0% | +25.5% |
| YTD | -12.1% | +34.3% | -46.4% | -30.7% |
| 1Y | -40.9% | +87.4% | -128.3% | -61.0% |
| 3Y | +191.0% | +139.8% | +51.2% | +60.0% |
| 5Y | -68.3% | +220.7% | -289.0% | -84.8% |
| All | +589.4% | +215.4% | +374.0% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling