+61.7%
MAS vs AEIS
+104.6%
-42.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.2% | +8.8% | -1.3% |
| 7D | +4.6% | -22.6% | +27.1% | +8.8% |
| 30D | +19.9% | -38.7% | +58.6% | +30.2% |
| 3M | +8.9% | -43.6% | +52.5% | +19.6% |
| 6M | +20.2% | -46.2% | +66.4% | +31.1% |
| YTD | +33.9% | -11.2% | +45.1% | +26.0% |
| 1Y | +34.7% | -17.7% | +52.3% | +29.1% |
| All | +61.7% | +104.6% | -42.9% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling