+144.0%
MP vs AEIS
+160.4%
-16.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.9% |
| 7D | -3.6% | -6.9% | +3.3% | -0.9% |
| 30D | -21.0% | -23.2% | +2.2% | -11.7% |
| 3M | -33.3% | -29.5% | -3.8% | -23.6% |
| 6M | -45.9% | -37.9% | -8.0% | -35.7% |
| YTD | -27.8% | +6.0% | -33.8% | -37.4% |
| 1Y | -43.2% | +1.2% | -44.4% | -49.3% |
| 3Y | +144.0% | +150.0% | -5.9% | +13.1% |
| All | +144.0% | +160.4% | -16.3% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling