+77.3%
SO vs AEIS
+144.8%
-67.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -10.0% | +1.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | +8.6% | -24.0% | +32.6% | +8.6% |
| 3M | +1.8% | -32.5% | +34.3% | +1.8% |
| 6M | +3.6% | -38.6% | +42.2% | +3.6% |
| YTD | +9.9% | +4.8% | +5.1% | +9.2% |
| 1Y | +5.7% | +1.3% | +4.4% | +5.0% |
| 3Y | +52.5% | +159.2% | -106.7% | +44.1% |
| 5Y | +77.3% | +140.8% | -63.5% | +66.6% |
| All | +77.3% | +144.8% | -67.5% | +66.6% |
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