+605.8%
MSCI vs AEIS
+546.3%
+59.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.5% |
| 7D | -2.1% | +8.1% | -10.2% | -4.1% |
| 30D | -1.7% | -11.1% | +9.4% | +0.7% |
| 3M | -8.2% | -5.6% | -2.6% | -10.3% |
| 6M | -2.4% | -0.6% | -1.8% | -8.5% |
| YTD | -2.8% | +38.0% | -40.9% | -19.0% |
| 1Y | -2.7% | +87.2% | -89.9% | -28.1% |
| 3Y | +7.3% | +179.7% | -172.4% | -35.0% |
| 5Y | -11.4% | +241.7% | -253.2% | -51.1% |
| 10Y | +605.8% | +547.2% | +58.6% | +158.8% |
| All | +605.8% | +546.3% | +59.5% | +158.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling