+62.5%
T vs AEIS
+332.3%
-269.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.3% |
| 7D | +2.5% | +11.5% | -9.0% | +1.7% |
| 30D | -3.8% | -15.8% | +12.0% | -2.9% |
| 3M | -8.7% | -33.3% | +24.6% | -6.5% |
| 6M | -8.1% | -35.2% | +27.1% | -6.4% |
| YTD | -6.4% | +5.0% | -11.5% | -10.3% |
| 1Y | -9.8% | +8.5% | -18.2% | -13.9% |
| 3Y | +65.5% | +152.9% | -87.4% | +37.3% |
| 5Y | +57.0% | +144.6% | -87.7% | +27.6% |
| All | +62.5% | +332.3% | -269.8% | +9.6% |
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 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