+19.9%
MA vs AEIS
-1.0%
+20.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.6% |
| 7D | +1.8% | -6.9% | +8.7% | +1.2% |
| 30D | +11.8% | -23.2% | +35.0% | +9.6% |
| 3M | +17.2% | -29.5% | +46.6% | +14.3% |
| 6M | +33.4% | -37.9% | +71.3% | +29.9% |
| YTD | +16.1% | +6.0% | +10.2% | +11.9% |
| 1Y | +19.9% | +1.2% | +18.7% | +16.0% |
| All | +19.9% | -1.0% | +20.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling