+354.7%
MNST vs AEIS
+332.3%
+22.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +5.9% | +2.6% |
| 7D | +1.6% | +11.5% | -9.9% | -0.2% |
| 30D | +5.1% | -15.8% | +20.8% | +6.9% |
| 3M | -0.5% | -33.3% | +32.8% | +4.6% |
| 6M | +8.1% | -35.2% | +43.3% | +12.3% |
| YTD | +21.2% | +5.0% | +16.2% | +12.9% |
| 1Y | +30.7% | +8.5% | +22.3% | +20.7% |
| 3Y | +67.3% | +152.9% | -85.6% | +22.1% |
| 5Y | +101.9% | +144.6% | -42.8% | +44.6% |
| All | +354.7% | +332.3% | +22.4% | +155.1% |
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