-68.3%
U vs AEIS
+238.7%
-307.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +4.4% | +6.5% | -2.1% | +0.3% |
| 30D | -1.3% | -9.2% | +7.9% | +3.1% |
| 3M | +49.6% | -8.3% | +57.9% | +44.7% |
| 6M | +100.2% | -6.3% | +106.5% | +77.6% |
| YTD | -3.7% | +36.5% | -40.2% | -42.0% |
| 1Y | -6.5% | +84.8% | -91.3% | -57.3% |
| 3Y | +12.9% | +176.6% | -163.7% | -67.5% |
| 5Y | -68.3% | +237.1% | -305.4% | -92.9% |
| All | -68.3% | +238.7% | -307.0% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling