+209.8%
MGY vs AEIS
+309.0%
-99.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +6.5% | -16.4% | +22.9% | +11.9% |
| 3M | +0.3% | -11.1% | +11.5% | +0.4% |
| 6M | -2.4% | -12.0% | +9.6% | -4.7% |
| YTD | +29.0% | +30.9% | -1.9% | +7.2% |
| 1Y | +17.0% | +74.3% | -57.3% | -14.4% |
| 3Y | +26.2% | +165.2% | -139.0% | -25.1% |
| 5Y | +92.3% | +220.0% | -127.7% | +2.2% |
| All | +209.8% | +309.0% | -99.1% | +29.0% |
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