+54.2%
T vs AEIS
+143.1%
-88.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | +1.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.7% |
| 30D | -1.7% | -24.0% | +22.3% | -2.0% |
| 3M | -7.3% | -32.5% | +25.2% | -7.6% |
| 6M | -11.2% | -38.6% | +27.4% | -11.4% |
| YTD | -8.1% | +4.8% | -12.9% | -9.4% |
| 1Y | -8.0% | +1.3% | -9.3% | -9.3% |
| 3Y | +62.1% | +159.2% | -97.1% | +49.7% |
| All | +54.2% | +143.1% | -88.9% | +36.6% |
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 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