+196.4%
SO vs AEIS
+332.3%
-135.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.5% |
| 7D | +1.4% | +11.5% | -10.2% | +0.6% |
| 30D | +4.7% | -15.8% | +20.5% | +5.6% |
| 3M | +1.7% | -33.3% | +35.0% | +4.1% |
| 6M | +2.2% | -35.2% | +37.3% | +4.1% |
| YTD | +10.0% | +5.0% | +4.9% | +6.5% |
| 1Y | +6.0% | +8.5% | -2.4% | +2.3% |
| 3Y | +54.1% | +152.9% | -98.8% | +32.1% |
| 5Y | +79.6% | +144.6% | -65.0% | +51.5% |
| All | +196.4% | +332.3% | -135.9% | +112.8% |
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 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