+80.3%
AEIS vs MTCH
+14.2%
+66.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.9% |
| 7D | +2.3% | +1.3% | +1.0% | +2.2% |
| 30D | -14.8% | +15.9% | -30.7% | -16.3% |
| 3M | -15.6% | +23.3% | -38.9% | -18.5% |
| 6M | -8.7% | +40.1% | -48.8% | -16.0% |
| YTD | +37.3% | +33.6% | +3.7% | +29.4% |
| 1Y | +80.3% | +14.1% | +66.3% | +77.6% |
| All | +80.3% | +14.2% | +66.2% | +77.6% |
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