+537.0%
MS vs AEIS
+350.2%
+186.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +3.7% | +23.2% | -19.5% | -3.8% |
| 30D | +2.0% | -17.0% | +19.0% | +7.2% |
| 3M | -12.6% | -32.2% | +19.6% | -2.3% |
| 6M | -0.3% | -32.6% | +32.3% | +8.4% |
| YTD | +9.0% | +9.4% | -0.4% | -3.9% |
| 1Y | +13.9% | +7.7% | +6.2% | +0.8% |
| 3Y | +173.6% | +157.9% | +15.7% | +63.4% |
| 5Y | +122.0% | +154.8% | -32.8% | +28.7% |
| All | +537.0% | +350.2% | +186.8% | +160.8% |
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 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