+1,209.8%
MET vs AEIS
+449.3%
+760.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | +1.4% | -14.6% | +16.1% | +4.9% |
| 3M | +17.7% | -12.4% | +30.1% | +18.2% |
| 6M | +35.0% | -15.0% | +50.0% | +34.9% |
| YTD | +26.3% | +34.3% | -8.0% | +11.6% |
| 1Y | +22.8% | +87.4% | -64.5% | -1.4% |
| 3Y | +65.9% | +139.8% | -73.8% | +21.0% |
| 5Y | +85.4% | +220.7% | -135.4% | +22.6% |
| 10Y | +253.7% | +531.6% | -277.9% | +84.3% |
| All | +1,209.8% | +449.3% | +760.5% | +352.7% |
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