+1.5%
SMR vs AEIS
+222.8%
-221.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.4% | -2.8% |
| 7D | +4.7% | -0.2% | +4.9% | +5.1% |
| 30D | +3.2% | -16.4% | +19.6% | +15.2% |
| 3M | +9.9% | -11.1% | +21.0% | +14.7% |
| 6M | -15.1% | -12.0% | -3.1% | -12.5% |
| YTD | -27.9% | +30.9% | -58.8% | -45.8% |
| 1Y | -70.2% | +74.3% | -144.6% | -81.3% |
| 3Y | +72.5% | +165.2% | -92.7% | -16.9% |
| All | +1.5% | +222.8% | -221.3% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling