+124.8%
TROW vs AEIS
+562.2%
-437.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.8% |
| 7D | -3.2% | +2.3% | -5.4% | -4.0% |
| 30D | -4.6% | -14.8% | +10.2% | -0.2% |
| 3M | -0.7% | -15.6% | +14.9% | +1.5% |
| 6M | +22.2% | -8.7% | +30.9% | +18.7% |
| YTD | +6.6% | +37.3% | -30.7% | -12.3% |
| 1Y | +5.8% | +80.3% | -74.5% | -22.7% |
| 3Y | +11.6% | +177.9% | -166.3% | -33.9% |
| 5Y | -38.9% | +235.8% | -274.8% | -66.8% |
| All | +124.8% | +562.2% | -437.4% | -10.5% |
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 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