+2,051.3%
TER vs AEIS
+2,098.8%
-47.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.8% | +6.2% |
| 7D | +5.9% | +9.5% | -3.6% | +2.1% |
| 30D | -30.8% | -17.5% | -13.2% | -23.6% |
| 3M | -29.9% | -29.3% | -0.7% | -16.3% |
| 6M | -27.5% | -34.7% | +7.3% | -8.3% |
| YTD | +37.5% | +10.7% | +26.7% | +36.6% |
| 1Y | +50.3% | +7.4% | +42.9% | +51.9% |
| 3Y | +204.9% | +161.1% | +43.8% | +105.9% |
| 5Y | +89.2% | +150.7% | -61.6% | +32.9% |
| 10Y | +1,077.0% | +360.8% | +716.1% | +501.1% |
| All | +2,051.3% | +2,098.8% | -47.5% | +290.5% |
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 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