+240.4%
MNST vs AEIS
+546.3%
-305.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.0% |
| 7D | -4.1% | +8.1% | -12.2% | -5.4% |
| 30D | -4.5% | -11.1% | +6.6% | -3.0% |
| 3M | -2.5% | -5.6% | +3.2% | -3.4% |
| 6M | +14.1% | -0.6% | +14.8% | +10.7% |
| YTD | +12.6% | +38.0% | -25.5% | +1.5% |
| 1Y | +36.9% | +87.2% | -50.3% | +14.8% |
| 3Y | +53.1% | +179.7% | -126.6% | +12.6% |
| 5Y | +78.2% | +241.7% | -163.5% | +21.6% |
| 10Y | +240.4% | +547.2% | -306.8% | +66.1% |
| All | +240.4% | +546.3% | -305.9% | +66.1% |
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 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