+2,806.0%
MSCI vs AEIS
+1,389.4%
+1,416.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.6% |
| 7D | -1.9% | +9.5% | -11.4% | -4.9% |
| 30D | +16.5% | -17.5% | +34.0% | +21.0% |
| 3M | +18.2% | -29.3% | +47.5% | +26.9% |
| 6M | +14.0% | -34.7% | +48.7% | +20.4% |
| YTD | +16.6% | +10.7% | +5.9% | +0.8% |
| 1Y | +14.8% | +7.4% | +7.4% | -0.1% |
| 3Y | +33.3% | +161.1% | -127.9% | -19.9% |
| 5Y | +9.1% | +150.7% | -141.7% | -34.6% |
| 10Y | +820.4% | +360.8% | +459.5% | +292.2% |
| All | +2,806.0% | +1,389.4% | +1,416.6% | +473.7% |
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 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