+3,112.1%
MS vs AEIS
+2,004.7%
+1,107.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -12.4% | -29.5% | +17.1% | -5.5% |
| 6M | -1.7% | -37.9% | +36.2% | +7.5% |
| YTD | +8.0% | +6.0% | +2.1% | +0.6% |
| 1Y | +16.2% | +1.2% | +15.0% | +9.4% |
| 3Y | +171.3% | +150.0% | +21.3% | +93.8% |
| 5Y | +124.8% | +141.9% | -17.1% | +59.1% |
| 10Y | +553.7% | +356.2% | +197.5% | +263.8% |
| All | +3,112.1% | +2,004.7% | +1,107.5% | +857.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling