+18.4%
MRSH vs AEIS
+6.2%
+12.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.1% | +14.5% | +1.4% |
| 7D | +9.4% | -12.7% | +22.1% | +7.2% |
| 30D | +23.4% | -28.8% | +52.3% | +17.5% |
| 3M | +9.9% | -38.0% | +47.9% | +2.8% |
| 6M | +26.0% | -45.3% | +71.3% | +18.5% |
| YTD | +15.2% | +1.1% | +14.1% | +15.6% |
| 1Y | +18.4% | +8.6% | +9.8% | +19.7% |
| All | +18.4% | +6.2% | +12.2% | +19.7% |
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