-0.5%
MSFT vs AEIS
+85.4%
-85.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -1.0% | +6.5% | -7.5% | -0.8% |
| 30D | -2.7% | -9.2% | +6.5% | -3.0% |
| 3M | +22.1% | -8.3% | +30.5% | +20.5% |
| 6M | +20.6% | -6.3% | +26.9% | +18.7% |
| YTD | +2.3% | +36.5% | -34.2% | +0.1% |
| 1Y | -0.5% | +84.8% | -85.3% | -3.3% |
| All | -0.5% | +85.4% | -85.9% | -3.3% |
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 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