+188.2%
MAGS vs AEIS
+140.6%
+47.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.7% |
| 7D | +1.7% | +11.5% | -9.8% | -1.2% |
| 30D | -5.8% | -15.8% | +10.0% | -2.6% |
| 3M | +0.2% | -33.3% | +33.6% | +9.1% |
| 6M | -2.7% | -35.2% | +32.5% | +4.2% |
| YTD | +4.1% | +5.0% | -0.9% | -8.4% |
| 1Y | +7.5% | +8.5% | -1.0% | -6.8% |
| 3Y | +122.0% | +152.9% | -30.8% | +34.3% |
| All | +188.2% | +140.6% | +47.7% | +76.5% |
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