+106.6%
MMM vs AEIS
+157.5%
-50.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -3.3% | +3.0% | -6.3% | -3.9% |
| 30D | -7.0% | -14.6% | +7.6% | -4.5% |
| 3M | +10.8% | -12.4% | +23.3% | +11.5% |
| 6M | +5.8% | -15.0% | +20.7% | +5.9% |
| YTD | +6.8% | +34.3% | -27.5% | -5.2% |
| 1Y | +10.4% | +87.4% | -77.0% | -11.4% |
| All | +106.6% | +157.5% | -50.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling