+551.6%
AEIS vs MKTX
+5.0%
+546.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -14.8% | +0.7% | -15.5% | -15.0% |
| 3M | -15.6% | +40.8% | -56.4% | -23.8% |
| 6M | -8.7% | -8.0% | -0.7% | -7.6% |
| YTD | +37.3% | -8.7% | +46.1% | +39.0% |
| 1Y | +80.3% | -11.8% | +92.2% | +83.5% |
| 3Y | +177.9% | -24.0% | +202.0% | +182.7% |
| 5Y | +235.8% | -60.3% | +296.1% | +318.5% |
| All | +551.6% | +5.0% | +546.6% | +508.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling