+872.1%
MSFT vs AEIS
+531.1%
+341.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -2.1% | -16.4% | +14.3% | +1.9% |
| 3M | +24.2% | -11.1% | +35.3% | +24.2% |
| 6M | +21.9% | -12.0% | +33.9% | +19.7% |
| YTD | +2.5% | +30.9% | -28.4% | -12.2% |
| 1Y | -0.8% | +74.3% | -75.1% | -23.5% |
| 3Y | +50.8% | +165.2% | -114.4% | -3.4% |
| 5Y | +73.5% | +220.0% | -146.5% | +1.6% |
| All | +872.1% | +531.1% | +341.0% | +299.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling