+3,179.7%
MAR vs AEIS
+1,629.5%
+1,550.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | +1.8% | +23.2% | -21.5% | -2.6% |
| 30D | +14.3% | -17.0% | +31.3% | +17.4% |
| 3M | +20.0% | -32.2% | +52.2% | +27.5% |
| 6M | +21.7% | -32.6% | +54.3% | +26.9% |
| YTD | +37.7% | +9.4% | +28.3% | +28.2% |
| 1Y | +46.8% | +7.7% | +39.1% | +36.9% |
| 3Y | +121.0% | +157.9% | -36.9% | +67.8% |
| 5Y | +183.1% | +154.8% | +28.3% | +113.1% |
| 10Y | +532.4% | +355.2% | +177.2% | +304.9% |
| All | +3,179.7% | +1,629.5% | +1,550.2% | +1,238.3% |
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 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