+191.0%
MAGS vs AEIS
+212.7%
-21.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.8% | +6.5% | -5.6% | -0.9% |
| 30D | +0.4% | -9.2% | +9.6% | +2.4% |
| 3M | +5.6% | -8.3% | +13.9% | +5.0% |
| 6M | +12.3% | -6.3% | +18.6% | +8.9% |
| YTD | +5.1% | +36.5% | -31.4% | -12.2% |
| 1Y | +14.0% | +84.8% | -70.8% | -16.4% |
| 3Y | +129.4% | +176.6% | -47.2% | +36.7% |
| All | +191.0% | +212.7% | -21.7% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling