+9.0%
MSFT vs AEIS
+6.2%
+2.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.1% | +17.8% | +6.2% |
| 7D | +4.7% | -12.7% | +17.4% | +4.1% |
| 30D | +5.8% | -28.8% | +34.7% | +4.3% |
| 3M | +13.0% | -38.0% | +51.0% | +10.8% |
| 6M | +34.9% | -45.3% | +80.2% | +30.4% |
| YTD | +15.7% | +1.1% | +14.5% | +13.4% |
| 1Y | +9.0% | +8.6% | +0.3% | +6.8% |
| All | +9.0% | +6.2% | +2.7% | +6.8% |
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