+15.0%
SHW vs AEIS
+228.8%
-213.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.8% |
| 7D | -1.2% | +8.1% | -9.3% | -2.6% |
| 30D | -11.6% | -11.1% | -0.5% | -9.9% |
| 3M | +9.1% | -5.6% | +14.8% | +7.9% |
| 6M | -0.7% | -0.6% | 0.0% | -3.9% |
| YTD | +1.4% | +38.0% | -36.7% | -9.8% |
| 1Y | -12.3% | +87.2% | -99.5% | -28.7% |
| 3Y | +23.4% | +179.7% | -156.3% | -14.0% |
| 5Y | +15.0% | +241.7% | -226.7% | -27.1% |
| All | +15.0% | +228.8% | -213.8% | -27.1% |
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