+35.4%
MAS vs AEIS
-12.7%
+48.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -2.0% |
| 7D | +2.4% | -11.3% | +13.6% | +3.0% |
| 30D | +19.8% | -32.6% | +52.4% | +24.1% |
| 3M | +9.8% | -39.2% | +49.0% | +14.9% |
| 6M | +15.8% | -45.4% | +61.1% | +20.9% |
| YTD | +31.8% | -5.8% | +37.6% | +29.5% |
| 1Y | +35.4% | -10.0% | +45.4% | +33.8% |
| All | +35.4% | -12.7% | +48.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling