+68.4%
T vs AEIS
+545.5%
-477.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.7% |
| 7D | -3.1% | +6.5% | -9.5% | -3.6% |
| 30D | +4.6% | -9.2% | +13.8% | +5.2% |
| 3M | +12.2% | -8.3% | +20.6% | +11.9% |
| 6M | -6.5% | -6.3% | -0.1% | -7.5% |
| YTD | +4.9% | +36.5% | -31.6% | -0.8% |
| 1Y | -10.5% | +84.8% | -95.2% | -18.7% |
| 3Y | +104.6% | +176.6% | -72.0% | +71.7% |
| 5Y | +64.2% | +237.1% | -172.9% | +30.3% |
| 10Y | +68.4% | +554.7% | -486.2% | +5.6% |
| All | +68.4% | +545.5% | -477.1% | +5.6% |
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