+568.4%
MA vs AEIS
+347.9%
+220.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +1.8% | -6.9% | +8.7% | +2.8% |
| 30D | +11.8% | -23.2% | +35.0% | +17.3% |
| 3M | +17.2% | -29.5% | +46.6% | +24.1% |
| 6M | +33.4% | -37.9% | +71.3% | +41.8% |
| YTD | +16.1% | +6.0% | +10.2% | +2.9% |
| 1Y | +19.9% | +1.2% | +18.7% | +7.4% |
| 3Y | +70.1% | +150.0% | -79.9% | +6.4% |
| 5Y | +89.6% | +141.9% | -52.2% | +15.6% |
| 10Y | +568.4% | +356.2% | +212.3% | +170.1% |
| All | +568.4% | +347.9% | +220.5% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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