+190.4%
MAGS vs AEIS
+199.8%
-9.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.1% | -16.4% | +17.5% | +5.4% |
| 3M | +7.7% | -11.1% | +18.9% | +7.9% |
| 6M | +11.7% | -12.0% | +23.7% | +10.2% |
| YTD | +4.9% | +30.9% | -26.0% | -11.4% |
| 1Y | +14.3% | +74.3% | -60.0% | -14.7% |
| 3Y | +128.9% | +165.2% | -36.3% | +37.9% |
| All | +190.4% | +199.8% | -9.3% | +70.8% |
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