+210.4%
MGY vs AEIS
+329.2%
-118.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -1.3% |
| 7D | +3.5% | +2.3% | +1.3% | +2.8% |
| 30D | +5.3% | -14.8% | +20.1% | +9.9% |
| 3M | +2.6% | -15.6% | +18.2% | +4.9% |
| 6M | -3.3% | -8.7% | +5.4% | -6.7% |
| YTD | +29.2% | +37.3% | -8.1% | +5.8% |
| 1Y | +18.0% | +80.3% | -62.3% | -14.5% |
| 3Y | +30.0% | +177.9% | -147.9% | -23.9% |
| 5Y | +92.7% | +235.8% | -143.1% | +0.9% |
| All | +210.4% | +329.2% | -118.8% | +27.3% |
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