+779.7%
MSCI vs AEIS
+358.4%
+421.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -1.9% |
| 7D | +1.5% | +1.0% | +0.5% | +0.3% |
| 30D | +14.4% | -24.0% | +38.4% | +20.8% |
| 3M | +15.2% | -32.5% | +47.7% | +24.1% |
| 6M | +11.2% | -38.6% | +49.8% | +18.8% |
| YTD | +13.9% | +4.8% | +9.1% | -0.2% |
| 1Y | +12.5% | +1.3% | +11.2% | -0.7% |
| 3Y | +32.3% | +159.2% | -126.9% | -21.7% |
| 5Y | +4.9% | +140.8% | -135.9% | -37.6% |
| 10Y | +779.7% | +349.8% | +429.9% | +241.7% |
| All | +779.7% | +358.4% | +421.3% | +241.7% |
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