+425.7%
META vs AEIS
+358.4%
+67.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.3% | -6.2% | +1.5% |
| 7D | +5.7% | +1.0% | +4.7% | +4.6% |
| 30D | -10.8% | -24.0% | +13.3% | -3.6% |
| 3M | +8.4% | -32.5% | +40.9% | +20.1% |
| 6M | +5.4% | -38.6% | +44.0% | +16.8% |
| YTD | -2.6% | +4.8% | -7.4% | -13.2% |
| 1Y | +3.5% | +1.3% | +2.2% | -6.9% |
| 3Y | +102.0% | +159.2% | -57.2% | +20.8% |
| 5Y | +93.1% | +140.8% | -47.7% | +17.2% |
| 10Y | +425.7% | +349.8% | +75.9% | +129.2% |
| All | +425.7% | +358.4% | +67.2% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling