+3,065.9%
MCHP vs AEIS
+2,641.0%
+424.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -2.1% |
| 7D | +2.8% | +8.1% | -5.4% | -0.2% |
| 30D | -12.8% | -11.1% | -1.7% | -9.4% |
| 3M | -19.2% | -5.6% | -13.6% | -18.1% |
| 6M | +14.5% | -0.6% | +15.2% | +13.0% |
| YTD | +17.1% | +38.0% | -20.9% | +1.8% |
| 1Y | +15.3% | +87.2% | -71.9% | -10.7% |
| 3Y | +0.5% | +179.7% | -179.2% | -31.9% |
| 5Y | +6.1% | +241.7% | -235.7% | -31.9% |
| 10Y | +192.2% | +547.2% | -354.9% | +49.2% |
| All | +3,065.9% | +2,641.0% | +424.9% | +531.3% |
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