+160.4%
MS vs AEIS
+117.1%
+43.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -2.2% |
| 7D | -1.6% | -11.3% | +9.7% | +1.0% |
| 30D | -3.8% | -32.6% | +28.8% | +6.2% |
| 3M | -14.6% | -39.2% | +24.6% | -3.7% |
| 6M | -5.1% | -45.4% | +40.3% | +8.1% |
| YTD | +4.5% | -5.8% | +10.3% | -4.0% |
| 1Y | +13.5% | -10.0% | +23.5% | +5.8% |
| 3Y | +160.4% | +121.2% | +39.2% | +60.0% |
| All | +160.4% | +117.1% | +43.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling