+14,974.7%
MSFT vs AEIS
+2,566.8%
+12,407.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.5% |
| 7D | -2.7% | +3.0% | -5.7% | -3.2% |
| 30D | +2.7% | -14.6% | +17.4% | +5.3% |
| 3M | +17.0% | -12.4% | +29.4% | +17.6% |
| 6M | +23.8% | -15.0% | +38.8% | +23.6% |
| YTD | +4.0% | +34.3% | -30.3% | -5.4% |
| 1Y | -0.8% | +87.4% | -88.2% | -15.9% |
| 3Y | +55.6% | +139.8% | -84.2% | +23.0% |
| 5Y | +72.9% | +220.7% | -147.8% | +28.3% |
| 10Y | +875.8% | +531.6% | +344.2% | +510.1% |
| All | +14,974.7% | +2,566.8% | +12,407.9% | +5,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling