+445.3%
MP vs AEIS
+333.4%
+111.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.1% |
| 7D | -2.9% | +3.0% | -5.8% | -4.4% |
| 30D | +13.8% | -14.6% | +28.5% | +22.6% |
| 3M | -16.7% | -12.4% | -4.3% | -13.5% |
| 6M | -11.5% | -15.0% | +3.5% | -8.3% |
| YTD | +7.9% | +34.3% | -26.4% | -15.6% |
| 1Y | -15.0% | +87.4% | -102.4% | -46.1% |
| 3Y | +153.5% | +139.8% | +13.7% | +31.9% |
| 5Y | +58.7% | +220.7% | -162.1% | -32.1% |
| All | +445.3% | +333.4% | +111.9% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling