+1,184.0%
MAS vs AEIS
+1,908.5%
-724.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.1% | +16.8% | +7.6% |
| 7D | +14.2% | -12.7% | +26.9% | +16.4% |
| 30D | +26.8% | -28.8% | +55.7% | +33.5% |
| 3M | +13.1% | -38.0% | +51.1% | +21.4% |
| 6M | +27.9% | -45.3% | +73.2% | +38.5% |
| YTD | +38.7% | +1.1% | +37.5% | +33.2% |
| 1Y | +40.4% | +8.6% | +31.7% | +32.6% |
| 3Y | +66.1% | +132.5% | -66.4% | +34.1% |
| 5Y | +47.4% | +129.0% | -81.6% | +18.6% |
| 10Y | +238.3% | +358.1% | -119.8% | +129.0% |
| All | +1,184.0% | +1,908.5% | -724.5% | +487.3% |
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