+265.2%
SU vs AEIS
+562.2%
-297.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -1.4% |
| 7D | +2.2% | +2.3% | 0.0% | +1.6% |
| 30D | +8.4% | -14.8% | +23.3% | +12.4% |
| 3M | +12.1% | -15.6% | +27.7% | +14.1% |
| 6M | +19.7% | -8.7% | +28.4% | +16.5% |
| YTD | +58.4% | +37.3% | +21.1% | +35.2% |
| 1Y | +67.2% | +80.3% | -13.1% | +29.6% |
| 3Y | +125.0% | +177.9% | -52.9% | +44.6% |
| 5Y | +355.1% | +235.8% | +119.2% | +163.3% |
| All | +265.2% | +562.2% | -297.0% | +65.7% |
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