+191.5%
MAGS vs AEIS
+207.6%
-16.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +0.5% | +3.0% | -2.4% | -0.3% |
| 30D | +1.5% | -14.6% | +16.1% | +5.2% |
| 3M | +0.5% | -12.4% | +12.9% | +1.2% |
| 6M | +11.6% | -15.0% | +26.5% | +11.4% |
| YTD | +5.3% | +34.3% | -29.0% | -11.6% |
| 1Y | +14.9% | +87.4% | -72.5% | -16.4% |
| 3Y | +128.9% | +139.8% | -10.9% | +39.9% |
| All | +191.5% | +207.6% | -16.1% | +70.4% |
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