+834.9%
MSCI vs AEIS
+350.2%
+484.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.7% | +23.2% | -23.9% | -5.9% |
| 30D | +16.2% | -17.0% | +33.2% | +20.0% |
| 3M | +16.1% | -32.2% | +48.3% | +25.1% |
| 6M | +12.9% | -32.6% | +45.5% | +17.5% |
| YTD | +14.8% | +9.4% | +5.4% | -0.5% |
| 1Y | +13.8% | +7.7% | +6.1% | -1.2% |
| 3Y | +31.2% | +157.9% | -126.7% | -21.8% |
| 5Y | +5.6% | +154.8% | -149.2% | -38.2% |
| All | +834.9% | +350.2% | +484.7% | +258.9% |
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