+42.7%
MKSI vs AEIS
+6.2%
+36.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.1% | +6.2% | +3.1% |
| 7D | -10.7% | -12.7% | +2.0% | -2.0% |
| 30D | -30.5% | -28.8% | -1.7% | -11.5% |
| 3M | -39.2% | -38.0% | -1.2% | -14.8% |
| 6M | -33.0% | -45.3% | +12.3% | +0.1% |
| YTD | +22.3% | +1.1% | +21.2% | +31.4% |
| 1Y | +42.7% | +8.6% | +34.1% | +51.0% |
| All | +42.7% | +6.2% | +36.4% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling