+2,715.8%
MSCI vs AEIS
+1,167.0%
+1,548.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -4.0% |
| 7D | +2.8% | -11.3% | +14.1% | +5.5% |
| 30D | +15.4% | -32.6% | +48.0% | +27.3% |
| 3M | +13.4% | -39.2% | +52.6% | +27.4% |
| 6M | +10.9% | -45.4% | +56.3% | +23.7% |
| YTD | +13.0% | -5.8% | +18.8% | +2.5% |
| 1Y | +12.0% | -10.0% | +22.0% | +2.8% |
| 3Y | +34.1% | +121.2% | -87.1% | -15.2% |
| 5Y | +3.9% | +110.6% | -106.8% | -34.3% |
| 10Y | +802.0% | +326.6% | +475.4% | +292.2% |
| All | +2,715.8% | +1,167.0% | +1,548.9% | +483.9% |
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 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