+45.4%
MSFT vs AEIS
+162.3%
-116.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.7% | -2.7% |
| 7D | -6.2% | +9.5% | -15.7% | -7.1% |
| 30D | -3.7% | -17.5% | +13.8% | -2.4% |
| 3M | +3.6% | -29.3% | +32.9% | +6.2% |
| 6M | +26.8% | -34.7% | +61.5% | +29.4% |
| YTD | +8.4% | +10.7% | -2.3% | -1.6% |
| 1Y | +3.3% | +7.4% | -4.1% | -5.8% |
| All | +45.4% | +162.3% | -116.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling