+183.1%
MAR vs AEIS
+145.4%
+37.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | +1.8% | +23.2% | -21.5% | -3.2% |
| 30D | +14.3% | -17.0% | +31.3% | +18.1% |
| 3M | +20.0% | -32.2% | +52.2% | +29.4% |
| 6M | +21.7% | -32.6% | +54.3% | +27.9% |
| YTD | +37.7% | +9.4% | +28.3% | +20.1% |
| 1Y | +46.8% | +7.7% | +39.1% | +28.3% |
| 3Y | +121.0% | +157.9% | -36.9% | +29.3% |
| 5Y | +183.1% | +154.8% | +28.3% | +56.1% |
| All | +183.1% | +145.4% | +37.7% | +56.1% |
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