+54.6%
TER vs AEIS
+109.5%
-55.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | -2.6% |
| 7D | -20.5% | -11.3% | -9.2% | -12.4% |
| 30D | -47.0% | -32.6% | -14.4% | -26.4% |
| 3M | -43.3% | -39.2% | -4.1% | -14.0% |
| 6M | -42.9% | -45.4% | +2.5% | -4.3% |
| YTD | +12.9% | -5.8% | +18.7% | +20.3% |
| 1Y | +18.2% | -10.0% | +28.2% | +30.9% |
| 3Y | +151.8% | +121.2% | +30.6% | +24.4% |
| All | +54.6% | +109.5% | -55.0% | -24.5% |
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