-0.8%
MSFT vs AEIS
+93.3%
-94.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.9% |
| 7D | -2.7% | +3.0% | -5.7% | -2.6% |
| 30D | +2.7% | -14.6% | +17.4% | +2.1% |
| 3M | +17.0% | -12.4% | +29.4% | +15.2% |
| 6M | +23.8% | -15.0% | +38.8% | +21.6% |
| YTD | +4.0% | +34.3% | -30.3% | +1.9% |
| 1Y | -0.8% | +87.4% | -88.2% | -1.9% |
| All | -0.8% | +93.3% | -94.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling