+108.2%
T vs AEIS
+173.5%
-65.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -1.5% | +8.1% | -9.7% | -1.1% |
| 30D | +7.6% | -11.1% | +18.7% | +7.1% |
| 3M | +15.3% | -5.6% | +20.9% | +15.3% |
| 6M | -8.5% | -0.6% | -7.8% | -8.1% |
| YTD | +6.8% | +38.0% | -31.3% | +8.8% |
| 1Y | -7.2% | +87.2% | -94.5% | -4.3% |
| 3Y | +108.2% | +179.7% | -71.4% | +115.6% |
| All | +108.2% | +173.5% | -65.3% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling