-62.1%
W vs AEIS
+228.8%
-290.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -1.7% |
| 7D | +6.5% | +8.1% | -1.6% | -0.1% |
| 30D | -6.2% | -11.1% | +4.9% | +1.2% |
| 3M | +48.9% | -5.6% | +54.5% | +44.4% |
| 6M | +31.2% | -0.6% | +31.8% | +13.9% |
| YTD | -0.4% | +38.0% | -38.5% | -39.9% |
| 1Y | +14.8% | +87.2% | -72.4% | -52.8% |
| 3Y | +40.5% | +179.7% | -139.2% | -64.7% |
| 5Y | -62.1% | +241.7% | -303.9% | -92.5% |
| All | -62.1% | +228.8% | -290.9% | -92.5% |
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