-27.4%
U vs AEIS
+288.1%
-315.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -3.7% |
| 7D | +16.9% | +9.5% | +7.5% | +9.2% |
| 30D | +6.4% | -17.5% | +23.9% | +14.5% |
| 3M | +13.2% | -29.3% | +42.5% | +30.0% |
| 6M | +84.8% | -34.7% | +119.5% | +107.2% |
| YTD | +12.4% | +10.7% | +1.7% | -21.3% |
| 1Y | +19.8% | +7.4% | +12.4% | -14.1% |
| 3Y | +83.8% | +161.1% | -77.3% | -36.7% |
| 5Y | -72.7% | +150.7% | -223.5% | -90.3% |
| All | -27.4% | +288.1% | -315.5% | -82.8% |
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 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