+58.7%
SO vs AEIS
+228.8%
-170.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.0% |
| 7D | +1.0% | +8.1% | -7.1% | +1.0% |
| 30D | -3.2% | -11.1% | +7.9% | -3.2% |
| 3M | -1.7% | -5.6% | +3.9% | -1.8% |
| 6M | -7.2% | -0.6% | -6.6% | -7.4% |
| YTD | +4.6% | +38.0% | -33.5% | +3.9% |
| 1Y | +1.2% | +87.2% | -86.0% | -0.1% |
| 3Y | +45.3% | +179.7% | -134.4% | +39.6% |
| 5Y | +58.7% | +241.7% | -183.0% | +47.5% |
| All | +58.7% | +228.8% | -170.1% | +47.5% |
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