+1,403.4%
MMM vs AEIS
+2,566.8%
-1,163.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | -3.3% | +3.0% | -6.3% | -3.7% |
| 30D | -7.0% | -14.6% | +7.6% | -5.4% |
| 3M | +10.8% | -12.4% | +23.3% | +11.5% |
| 6M | +5.8% | -15.0% | +20.7% | +6.3% |
| YTD | +6.8% | +34.3% | -27.5% | +1.3% |
| 1Y | +10.4% | +87.4% | -77.0% | +0.3% |
| 3Y | +104.7% | +139.8% | -35.1% | +78.3% |
| 5Y | +23.6% | +220.7% | -197.2% | +3.3% |
| 10Y | +54.1% | +531.6% | -477.5% | +15.2% |
| All | +1,403.4% | +2,566.8% | -1,163.4% | +745.5% |
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