+13.5%
U vs AEIS
+173.5%
-160.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.4% |
| 7D | +4.5% | +8.1% | -3.7% | +1.0% |
| 30D | -0.6% | -11.1% | +10.6% | +3.5% |
| 3M | +48.4% | -5.6% | +54.1% | +43.4% |
| 6M | +115.4% | -0.6% | +116.0% | +91.4% |
| YTD | -3.2% | +38.0% | -41.2% | -34.9% |
| 1Y | -6.0% | +87.2% | -93.3% | -49.0% |
| 3Y | +13.5% | +179.7% | -166.2% | -58.3% |
| All | +13.5% | +173.5% | -160.1% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling