+107.3%
META vs AEIS
+142.1%
-34.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +6.7% | +3.0% | +3.7% | +5.9% |
| 30D | +4.8% | -14.6% | +19.4% | +8.3% |
| 3M | -1.6% | -12.4% | +10.8% | -1.0% |
| 6M | -7.5% | -15.0% | +7.5% | -7.4% |
| YTD | -6.4% | +34.3% | -40.7% | -19.8% |
| 1Y | -17.3% | +87.4% | -104.7% | -37.6% |
| All | +107.3% | +142.1% | -34.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling