+551.6%
AEIS vs MTCH
+208.0%
+343.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.5% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -14.8% | +15.9% | -30.7% | -19.5% |
| 3M | -15.6% | +23.3% | -38.9% | -22.6% |
| 6M | -8.7% | +40.1% | -48.8% | -20.4% |
| YTD | +37.3% | +33.6% | +3.7% | +21.0% |
| 1Y | +80.3% | +14.1% | +66.3% | +68.4% |
| 3Y | +177.9% | +1.4% | +176.5% | +161.7% |
| 5Y | +235.8% | -73.1% | +309.0% | +371.1% |
| All | +551.6% | +208.0% | +343.6% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling