+1,497.9%
META vs AEIS
+1,356.4%
+141.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.2% | +8.3% | -0.3% |
| 7D | -3.1% | -22.6% | +19.4% | +4.0% |
| 30D | -18.1% | -38.7% | +20.6% | -6.0% |
| 3M | +2.9% | -43.6% | +46.4% | +19.8% |
| 6M | +0.2% | -46.2% | +46.4% | +14.9% |
| YTD | -8.1% | -11.2% | +3.1% | -12.6% |
| 1Y | -4.5% | -17.7% | +13.1% | -7.1% |
| 3Y | +94.2% | +104.1% | -9.9% | +32.7% |
| 5Y | +79.1% | +98.5% | -19.4% | +22.5% |
| 10Y | +405.9% | +302.0% | +103.9% | +156.0% |
| All | +1,497.9% | +1,356.4% | +141.5% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling