+995.4%
TER vs AEIS
+332.3%
+663.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -2.5% |
| 7D | +14.4% | +11.5% | +2.9% | +6.1% |
| 30D | -30.6% | -15.8% | -14.8% | -21.3% |
| 3M | -39.2% | -33.3% | -5.9% | -18.0% |
| 6M | -31.3% | -35.2% | +3.9% | -3.9% |
| YTD | +29.1% | +5.0% | +24.1% | +29.1% |
| 1Y | +47.4% | +8.5% | +39.0% | +44.5% |
| 3Y | +191.2% | +152.9% | +38.3% | +57.1% |
| 5Y | +74.0% | +144.6% | -70.6% | -3.4% |
| All | +995.4% | +332.3% | +663.1% | +272.4% |
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