+578.8%
MS vs AEIS
+358.4%
+220.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.3% | -8.2% | -0.8% |
| 7D | +0.7% | +1.0% | -0.2% | -0.7% |
| 30D | -0.9% | -24.0% | +23.1% | +7.4% |
| 3M | -13.0% | -32.5% | +19.5% | -2.7% |
| 6M | -2.0% | -38.6% | +36.6% | +10.2% |
| YTD | +7.8% | +4.8% | +2.9% | -3.5% |
| 1Y | +17.9% | +1.3% | +16.5% | +6.6% |
| 3Y | +174.8% | +159.2% | +15.6% | +63.4% |
| 5Y | +119.9% | +140.8% | -21.0% | +30.0% |
| 10Y | +578.8% | +349.8% | +229.1% | +186.7% |
| All | +578.8% | +358.4% | +220.4% | +186.7% |
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 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