+66.1%
T vs AEIS
+228.8%
-162.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -1.5% | +8.1% | -9.7% | -1.5% |
| 30D | +7.6% | -11.1% | +18.7% | +7.6% |
| 3M | +15.3% | -5.6% | +20.9% | +15.1% |
| 6M | -8.5% | -0.6% | -7.8% | -8.9% |
| YTD | +6.8% | +38.0% | -31.3% | +5.2% |
| 1Y | -7.2% | +87.2% | -94.5% | -9.8% |
| 3Y | +108.2% | +179.7% | -71.4% | +94.8% |
| 5Y | +66.1% | +241.7% | -175.7% | +44.8% |
| All | +66.1% | +228.8% | -162.8% | +44.8% |
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