+58.1%
MP vs AEIS
+219.5%
-161.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | -2.9% | +3.0% | -5.8% | -4.5% |
| 30D | +13.8% | -14.6% | +28.5% | +23.1% |
| 3M | -16.7% | -12.4% | -4.3% | -13.5% |
| 6M | -11.5% | -15.0% | +3.5% | -8.5% |
| YTD | +7.9% | +34.3% | -26.4% | -18.1% |
| 1Y | -15.0% | +87.4% | -102.4% | -49.0% |
| 3Y | +153.5% | +139.8% | +13.7% | +20.9% |
| All | +58.1% | +219.5% | -161.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling