+164.9%
AEIS vs MTCH
-2.2%
+167.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -16.4% | +13.6% | -30.1% | -20.5% |
| 3M | -11.1% | +22.4% | -33.5% | -18.5% |
| 6M | -12.0% | +37.2% | -49.2% | -23.4% |
| YTD | +30.9% | +31.8% | -0.9% | +15.0% |
| 1Y | +74.3% | +12.9% | +61.4% | +63.5% |
| All | +164.9% | -2.2% | +167.1% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling