+43.2%
TER vs AEIS
+6.2%
+36.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -11.1% | +4.3% | +2.9% |
| 7D | -19.9% | -12.7% | -7.2% | -10.4% |
| 30D | -43.5% | -28.8% | -14.7% | -24.5% |
| 3M | -37.8% | -38.0% | +0.2% | -5.9% |
| 6M | -25.6% | -45.3% | +19.7% | +23.7% |
| YTD | +29.8% | +1.1% | +28.7% | +40.5% |
| 1Y | +43.2% | +8.6% | +34.5% | +47.8% |
| All | +43.2% | +6.2% | +36.9% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling