+2,498.9%
MAR vs AEIS
+2,023.6%
+475.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -4.2% | +3.0% | -7.1% | -4.7% |
| 30D | -6.7% | -14.6% | +8.0% | -4.0% |
| 3M | -12.5% | -12.4% | 0.0% | -12.0% |
| 6M | +0.6% | -15.0% | +15.5% | +0.8% |
| YTD | +9.1% | +34.3% | -25.2% | -1.1% |
| 1Y | +26.2% | +87.4% | -61.2% | +6.0% |
| 3Y | +68.2% | +139.8% | -71.6% | +31.3% |
| 5Y | +163.9% | +220.7% | -56.8% | +92.2% |
| 10Y | +420.6% | +531.6% | -111.0% | +217.3% |
| All | +2,498.9% | +2,023.6% | +475.4% | +932.4% |
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