+95.1%
META vs AEIS
+117.1%
-22.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.5% |
| 7D | -0.8% | -11.3% | +10.5% | +1.4% |
| 30D | -15.4% | -32.6% | +17.2% | -8.4% |
| 3M | +3.5% | -39.2% | +42.7% | +14.0% |
| 6M | -0.3% | -45.4% | +45.1% | +10.8% |
| YTD | -7.3% | -5.8% | -1.5% | -15.2% |
| 1Y | -1.1% | -10.0% | +8.9% | -8.3% |
| 3Y | +95.1% | +121.2% | -26.1% | +23.8% |
| All | +95.1% | +117.1% | -22.1% | +23.8% |
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