+2,417.1%
MSCI vs AEIS
+1,706.4%
+710.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +0.4% | +3.0% | -2.6% | -0.5% |
| 30D | +0.6% | -14.6% | +15.2% | +4.7% |
| 3M | -7.1% | -12.4% | +5.4% | -7.4% |
| 6M | +0.8% | -15.0% | +15.8% | -0.9% |
| YTD | +1.0% | +34.3% | -33.3% | -15.5% |
| 1Y | +4.3% | +87.4% | -83.1% | -23.4% |
| 3Y | +9.9% | +139.8% | -129.8% | -29.7% |
| 5Y | -6.8% | +220.7% | -227.5% | -46.9% |
| 10Y | +614.7% | +531.6% | +83.1% | +182.5% |
| All | +2,417.1% | +1,706.4% | +710.7% | +381.4% |
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