+607.1%
MS vs AEIS
+320.4%
+286.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -2.7% |
| 7D | -1.6% | -11.3% | +9.7% | +1.7% |
| 30D | -3.8% | -32.6% | +28.8% | +8.9% |
| 3M | -14.6% | -39.2% | +24.6% | -0.9% |
| 6M | -5.1% | -45.4% | +40.3% | +11.3% |
| YTD | +4.5% | -5.8% | +10.3% | -2.8% |
| 1Y | +13.5% | -10.0% | +23.5% | +7.3% |
| 3Y | +160.4% | +121.2% | +39.2% | +64.2% |
| 5Y | +112.9% | +110.6% | +2.2% | +32.2% |
| All | +607.1% | +320.4% | +286.7% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling