+462.9%
META vs AEIS
+332.3%
+130.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +4.2% |
| 7D | +5.2% | +11.5% | -6.3% | +1.3% |
| 30D | -13.0% | -15.8% | +2.8% | -9.2% |
| 3M | +7.9% | -33.3% | +41.3% | +20.1% |
| 6M | +4.2% | -35.2% | +39.4% | +13.2% |
| YTD | -2.5% | +5.0% | -7.6% | -13.4% |
| 1Y | +5.6% | +8.5% | -2.9% | -7.5% |
| 3Y | +96.8% | +152.9% | -56.1% | +18.5% |
| 5Y | +90.0% | +144.6% | -54.6% | +14.6% |
| All | +462.9% | +332.3% | +130.6% | +145.2% |
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