+2,846.4%
AEIS vs MKTX
+1,445.1%
+1,401.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | -9.2% | +1.0% | -10.1% | -9.5% |
| 3M | -8.3% | +40.8% | -49.2% | -19.7% |
| 6M | -6.3% | -10.9% | +4.6% | -4.8% |
| YTD | +36.5% | -8.6% | +45.1% | +37.2% |
| 1Y | +84.8% | -11.6% | +96.3% | +86.6% |
| 3Y | +176.6% | -24.5% | +201.1% | +181.1% |
| 5Y | +237.1% | -60.7% | +297.8% | +321.2% |
| 10Y | +554.7% | +5.1% | +549.5% | +443.1% |
| All | +2,846.4% | +1,445.1% | +1,401.3% | +629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling