+104.7%
MPC vs AEIS
+6.8%
+97.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +3.3% |
| 7D | +2.6% | +9.5% | -6.9% | +2.3% |
| 30D | -12.2% | -17.5% | +5.3% | -12.6% |
| 3M | +20.1% | -29.3% | +49.3% | +19.3% |
| 6M | +60.6% | -34.7% | +95.3% | +59.2% |
| YTD | +150.6% | +10.7% | +139.9% | +132.0% |
| 1Y | +104.7% | +7.4% | +97.3% | +90.5% |
| All | +104.7% | +6.8% | +97.8% | +90.5% |
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 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