+1,886.3%
TER vs AEIS
+2,004.7%
-118.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -8.9% | -6.9% | -2.0% | -5.3% |
| 30D | -39.1% | -23.2% | -15.9% | -30.5% |
| 3M | -32.8% | -29.5% | -3.3% | -19.6% |
| 6M | -31.7% | -37.9% | +6.2% | -11.7% |
| YTD | +26.9% | +6.0% | +20.9% | +28.7% |
| 1Y | +33.6% | +1.2% | +32.3% | +38.7% |
| 3Y | +181.5% | +150.0% | +31.6% | +94.0% |
| 5Y | +76.1% | +141.9% | -65.7% | +25.8% |
| 10Y | +1,006.2% | +356.2% | +650.1% | +468.3% |
| All | +1,886.3% | +2,004.7% | -118.3% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling