+498.8%
MAR vs AEIS
+332.3%
+166.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.8% |
| 7D | +1.6% | +11.5% | -9.9% | -1.8% |
| 30D | +13.8% | -15.8% | +29.6% | +17.7% |
| 3M | +20.3% | -33.3% | +53.6% | +31.9% |
| 6M | +21.3% | -35.2% | +56.5% | +29.8% |
| YTD | +37.2% | +5.0% | +32.2% | +21.7% |
| 1Y | +48.4% | +8.5% | +40.0% | +29.8% |
| 3Y | +120.1% | +152.9% | -32.8% | +34.7% |
| 5Y | +182.1% | +144.6% | +37.4% | +69.5% |
| All | +498.8% | +332.3% | +166.5% | +184.4% |
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 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