+2,846.6%
AEIS vs MTCH
+2,086.9%
+759.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.5% |
| 7D | +8.1% | -1.8% | +9.9% | +8.9% |
| 30D | -11.1% | +10.4% | -21.6% | -15.2% |
| 3M | -5.6% | +21.0% | -26.6% | -14.0% |
| 6M | -0.6% | +36.6% | -37.3% | -14.3% |
| YTD | +38.0% | +29.7% | +8.4% | +20.7% |
| 1Y | +87.2% | +8.6% | +78.6% | +76.2% |
| 3Y | +179.7% | -2.7% | +182.4% | +165.2% |
| 5Y | +241.7% | -72.9% | +314.7% | +406.5% |
| 10Y | +547.2% | +185.0% | +362.2% | +203.0% |
| All | +2,846.6% | +2,086.9% | +759.7% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling