+13,824.2%
MA vs AEIS
+2,018.9%
+11,805.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | -2.7% | +3.0% | -5.7% | -3.5% |
| 30D | +1.5% | -14.6% | +16.2% | +5.1% |
| 3M | +20.4% | -12.4% | +32.9% | +20.6% |
| 6M | +11.1% | -15.0% | +26.1% | +10.1% |
| YTD | +2.0% | +34.3% | -32.3% | -11.9% |
| 1Y | -2.2% | +87.4% | -89.5% | -24.1% |
| 3Y | +41.9% | +139.8% | -97.9% | -2.4% |
| 5Y | +75.4% | +220.7% | -145.4% | +8.1% |
| 10Y | +527.5% | +531.6% | -4.0% | +190.2% |
| All | +13,824.2% | +2,018.9% | +11,805.3% | +3,575.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling