+20.3%
SGOV vs AEIS
+339.6%
-319.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | 0.0% | +2.3% | -2.2% | +0.1% |
| 30D | +0.3% | -14.8% | +15.1% | +0.3% |
| 3M | +0.9% | -15.6% | +16.5% | +0.9% |
| 6M | +1.8% | -8.7% | +10.6% | +1.8% |
| YTD | +2.5% | +37.3% | -34.8% | +2.5% |
| 1Y | +3.8% | +80.3% | -76.6% | +3.8% |
| 3Y | +14.4% | +177.9% | -163.6% | +14.4% |
| 5Y | +20.2% | +235.8% | -215.7% | +20.2% |
| All | +20.3% | +339.6% | -319.3% | +20.3% |
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