+219.1%
TER vs AEIS
+228.8%
-9.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +1.9% |
| 7D | +11.0% | +8.1% | +2.8% | +3.9% |
| 30D | -1.9% | -11.1% | +9.3% | +8.4% |
| 3M | -0.7% | -5.6% | +5.0% | +5.4% |
| 6M | +36.4% | -0.6% | +37.0% | +38.9% |
| YTD | +92.4% | +38.0% | +54.4% | +49.0% |
| 1Y | +213.5% | +87.2% | +126.3% | +87.6% |
| 3Y | +277.2% | +179.7% | +97.6% | +53.7% |
| 5Y | +219.1% | +241.7% | -22.6% | +4.7% |
| All | +219.1% | +228.8% | -9.7% | +4.7% |
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