+171.3%
MS vs AEIS
+160.4%
+10.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | +0.8% | -6.9% | +7.7% | +2.1% |
| 30D | -0.7% | -23.2% | +22.5% | +5.7% |
| 3M | -12.4% | -29.5% | +17.1% | -5.3% |
| 6M | -1.7% | -37.9% | +36.2% | +7.9% |
| YTD | +8.0% | +6.0% | +2.1% | -4.0% |
| 1Y | +16.2% | +1.2% | +15.0% | +4.8% |
| 3Y | +171.3% | +150.0% | +21.3% | +62.8% |
| All | +171.3% | +160.4% | +10.9% | +62.8% |
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 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