+45.3%
MMM vs AEIS
+109.5%
-64.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.6% |
| 7D | +6.2% | -11.3% | +17.5% | +7.9% |
| 30D | +14.2% | -32.6% | +46.8% | +22.4% |
| 3M | +2.9% | -39.2% | +42.1% | +12.0% |
| 6M | +27.6% | -45.4% | +72.9% | +39.8% |
| YTD | +17.3% | -5.8% | +23.1% | +9.4% |
| 1Y | +15.1% | -10.0% | +25.1% | +8.5% |
| 3Y | +157.1% | +121.2% | +36.0% | +78.3% |
| All | +45.3% | +109.5% | -64.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling