+220.4%
W vs AEIS
+375.1%
-154.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -1.1% |
| 7D | -7.4% | +9.5% | -16.9% | -13.2% |
| 30D | +7.8% | -17.5% | +25.3% | +17.1% |
| 3M | +10.9% | -29.3% | +40.2% | +29.1% |
| 6M | +86.4% | -34.7% | +121.1% | +119.4% |
| YTD | +14.0% | +10.7% | +3.2% | -12.7% |
| 1Y | +3.5% | +7.4% | -3.9% | -19.5% |
| 3Y | +164.8% | +161.1% | +3.6% | +6.5% |
| 5Y | -53.1% | +150.7% | -203.8% | -79.3% |
| 10Y | +220.4% | +360.8% | -140.4% | -15.7% |
| All | +220.4% | +375.1% | -154.7% | -15.7% |
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