+15,614.6%
MA vs AEIS
+1,386.1%
+14,228.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -2.0% |
| 7D | +2.3% | -11.3% | +13.6% | +4.6% |
| 30D | +14.7% | -32.6% | +47.3% | +24.7% |
| 3M | +13.5% | -39.2% | +52.7% | +25.3% |
| 6M | +33.1% | -45.4% | +78.5% | +46.6% |
| YTD | +15.1% | -5.8% | +20.9% | +6.5% |
| 1Y | +18.7% | -10.0% | +28.7% | +11.0% |
| 3Y | +72.1% | +121.2% | -49.1% | +17.4% |
| 5Y | +92.8% | +110.6% | -17.8% | +30.0% |
| 10Y | +571.6% | +326.6% | +245.0% | +236.5% |
| All | +15,614.6% | +1,386.1% | +14,228.6% | +4,343.4% |
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