+87.4%
AEIS vs MKTX
-8.5%
+95.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | -14.6% | +1.1% | -15.7% | -14.6% |
| 3M | -12.4% | +36.1% | -48.5% | -9.2% |
| 6M | -15.0% | -12.9% | -2.1% | -19.8% |
| YTD | +34.3% | -8.5% | +42.8% | +26.8% |
| 1Y | +87.4% | -7.5% | +94.9% | +78.4% |
| All | +87.4% | -8.5% | +95.9% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling