-11.7%
MP vs AEIS
+86.7%
-98.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | +0.4% |
| 7D | +3.0% | +8.1% | -5.1% | -0.3% |
| 30D | +8.3% | -11.1% | +19.5% | +12.9% |
| 3M | -3.8% | -5.6% | +1.8% | -4.5% |
| 6M | -4.9% | -0.6% | -4.3% | -9.2% |
| YTD | +9.6% | +38.0% | -28.4% | -12.3% |
| 1Y | -11.7% | +87.2% | -99.0% | -42.6% |
| All | -11.7% | +86.7% | -98.4% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling