+92.3%
MA vs AEIS
+109.5%
-17.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.1% |
| 7D | +2.3% | -11.3% | +13.6% | +3.3% |
| 30D | +14.7% | -32.6% | +47.3% | +19.3% |
| 3M | +13.5% | -39.2% | +52.7% | +19.0% |
| 6M | +33.1% | -45.4% | +78.5% | +39.9% |
| YTD | +15.1% | -5.8% | +20.9% | +5.8% |
| 1Y | +18.7% | -10.0% | +28.7% | +10.1% |
| 3Y | +72.1% | +121.2% | -49.1% | +17.1% |
| All | +92.3% | +109.5% | -17.2% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling