+51.2%
MSFT vs AEIS
+173.5%
-122.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.4% |
| 7D | -1.4% | +8.1% | -9.5% | -2.2% |
| 30D | -1.0% | -11.1% | +10.1% | -0.1% |
| 3M | +20.2% | -5.6% | +25.8% | +18.8% |
| 6M | +21.3% | -0.6% | +21.9% | +17.1% |
| YTD | +2.8% | +38.0% | -35.2% | -7.9% |
| 1Y | 0.0% | +87.2% | -87.3% | -17.4% |
| 3Y | +51.2% | +179.7% | -128.5% | +12.9% |
| All | +51.2% | +173.5% | -122.3% | +12.9% |
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