-15.1%
MP vs AEIS
+109.5%
-124.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +1.6% |
| 7D | -10.5% | -11.3% | +0.8% | -5.4% |
| 30D | -23.5% | -32.6% | +9.1% | -6.7% |
| 3M | -25.4% | -39.2% | +13.7% | -5.7% |
| 6M | -51.3% | -45.4% | -5.9% | -36.2% |
| YTD | -29.9% | -5.8% | -24.1% | -36.9% |
| 1Y | -31.8% | -10.0% | -21.8% | -36.7% |
| 3Y | +127.0% | +121.2% | +5.8% | +5.7% |
| All | -15.1% | +109.5% | -124.6% | -63.3% |
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