+894.4%
MSFT vs AEIS
+375.1%
+519.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.7% | -3.3% |
| 7D | -6.2% | +9.5% | -15.7% | -8.6% |
| 30D | -3.7% | -17.5% | +13.8% | -0.2% |
| 3M | +3.6% | -29.3% | +32.9% | +10.6% |
| 6M | +26.8% | -34.7% | +61.5% | +34.3% |
| YTD | +8.4% | +10.7% | -2.3% | -4.8% |
| 1Y | +3.3% | +7.4% | -4.1% | -8.7% |
| 3Y | +44.3% | +161.1% | -116.9% | -9.7% |
| 5Y | +63.3% | +150.7% | -87.4% | +0.7% |
| 10Y | +894.4% | +360.8% | +533.5% | +342.3% |
| All | +894.4% | +375.1% | +519.3% | +342.3% |
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