-53.1%
W vs AEIS
+150.6%
-203.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -1.5% |
| 7D | -7.4% | +9.5% | -16.9% | -14.1% |
| 30D | +7.8% | -17.5% | +25.3% | +18.7% |
| 3M | +10.9% | -29.3% | +40.2% | +32.4% |
| 6M | +86.4% | -34.7% | +121.1% | +123.5% |
| YTD | +14.0% | +10.7% | +3.2% | -24.8% |
| 1Y | +3.5% | +7.4% | -3.9% | -30.4% |
| 3Y | +164.8% | +161.1% | +3.6% | -40.6% |
| 5Y | -53.1% | +150.7% | -203.8% | -89.4% |
| All | -53.1% | +150.6% | -203.7% | -89.4% |
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