+162.0%
SO vs AEIS
+545.5%
-383.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | 0.0% | +6.5% | -6.4% | -0.4% |
| 30D | -2.5% | -9.2% | +6.7% | -1.9% |
| 3M | -4.2% | -8.3% | +4.2% | -4.3% |
| 6M | -7.7% | -6.3% | -1.3% | -8.3% |
| YTD | +3.8% | +36.5% | -32.7% | -0.8% |
| 1Y | +0.1% | +84.8% | -84.7% | -7.6% |
| 3Y | +44.2% | +176.6% | -132.4% | +24.7% |
| 5Y | +57.9% | +237.1% | -179.2% | +30.1% |
| 10Y | +162.0% | +554.7% | -392.7% | +82.1% |
| All | +162.0% | +545.5% | -383.6% | +82.1% |
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 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