+513.2%
MA vs AEIS
+545.5%
-32.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -3.5% | +6.5% | -10.0% | -5.0% |
| 30D | +0.8% | -9.2% | +9.9% | +2.5% |
| 3M | +14.8% | -8.3% | +23.1% | +13.6% |
| 6M | +10.0% | -6.3% | +16.3% | +6.0% |
| YTD | -0.1% | +36.5% | -36.6% | -15.0% |
| 1Y | -2.2% | +84.8% | -87.0% | -25.3% |
| 3Y | +39.3% | +176.6% | -137.3% | -12.0% |
| 5Y | +66.3% | +237.1% | -170.8% | -5.3% |
| 10Y | +513.2% | +554.7% | -41.4% | +135.8% |
| All | +513.2% | +545.5% | -32.3% | +135.8% |
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