+433.3%
META vs AEIS
+375.1%
+58.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -3.4% |
| 7D | -0.2% | +9.5% | -9.7% | -3.4% |
| 30D | -15.4% | -17.5% | +2.1% | -11.0% |
| 3M | +5.0% | -29.3% | +34.3% | +14.7% |
| 6M | +5.2% | -34.7% | +39.9% | +14.2% |
| YTD | -4.5% | +10.7% | -15.2% | -16.5% |
| 1Y | +0.6% | +7.4% | -6.8% | -11.3% |
| 3Y | +93.1% | +161.1% | -68.0% | +15.3% |
| 5Y | +93.7% | +150.7% | -57.0% | +15.9% |
| 10Y | +433.3% | +360.8% | +72.5% | +128.3% |
| All | +433.3% | +375.1% | +58.2% | +128.3% |
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 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