+54.7%
MMM vs AEIS
+545.5%
-490.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -2.6% | +6.5% | -9.0% | -3.9% |
| 30D | -9.3% | -9.2% | -0.1% | -7.8% |
| 3M | +5.6% | -8.3% | +13.9% | +5.5% |
| 6M | +9.5% | -6.3% | +15.8% | +7.6% |
| YTD | +4.1% | +36.5% | -32.4% | -6.9% |
| 1Y | +9.4% | +84.8% | -75.4% | -9.7% |
| 3Y | +101.0% | +176.6% | -75.6% | +46.4% |
| 5Y | +26.1% | +237.1% | -211.0% | -13.9% |
| 10Y | +54.7% | +554.7% | -499.9% | -18.4% |
| All | +54.7% | +545.5% | -490.8% | -18.4% |
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