+14.3%
MAGS vs AEIS
+76.3%
-61.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.1% | -16.4% | +17.5% | +3.0% |
| 3M | +7.7% | -11.1% | +18.9% | +7.5% |
| 6M | +11.7% | -12.0% | +23.7% | +10.4% |
| YTD | +4.9% | +30.9% | -26.0% | -4.1% |
| 1Y | +14.3% | +74.3% | -60.0% | -0.3% |
| All | +14.3% | +76.3% | -61.9% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling