+975.2%
MAS vs AEIS
+2,566.8%
-1,591.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | -0.8% | +3.0% | -3.7% | -1.3% |
| 30D | -5.6% | -14.6% | +9.1% | -3.1% |
| 3M | +4.4% | -12.4% | +16.9% | +5.5% |
| 6M | +7.2% | -15.0% | +22.2% | +8.1% |
| YTD | +16.1% | +34.3% | -18.2% | +7.3% |
| 1Y | +0.1% | +87.4% | -87.3% | -13.5% |
| 3Y | +28.3% | +139.8% | -111.5% | +4.2% |
| 5Y | +30.5% | +220.7% | -190.3% | 0.0% |
| 10Y | +139.1% | +531.6% | -392.5% | +54.8% |
| All | +975.2% | +2,566.8% | -1,591.6% | +373.1% |
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