+87.4%
AEIS vs MTCH
+13.9%
+73.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -14.6% | +9.7% | -24.4% | -15.5% |
| 3M | -12.4% | +21.1% | -33.5% | -15.3% |
| 6M | -15.0% | +37.5% | -52.5% | -21.5% |
| YTD | +34.3% | +31.9% | +2.4% | +26.5% |
| 1Y | +87.4% | +14.6% | +72.8% | +84.1% |
| All | +87.4% | +13.9% | +73.5% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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