+110.2%
MTB vs AEIS
+332.3%
-222.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.7% |
| 7D | +1.5% | +11.5% | -10.0% | -1.6% |
| 30D | +2.3% | -15.8% | +18.1% | +5.6% |
| 3M | -12.1% | -33.3% | +21.2% | -4.1% |
| 6M | +9.8% | -35.2% | +45.0% | +17.5% |
| YTD | +12.0% | +5.0% | +7.0% | +0.8% |
| 1Y | +22.0% | +8.5% | +13.6% | +8.4% |
| 3Y | +107.6% | +152.9% | -45.3% | +34.0% |
| 5Y | +61.9% | +144.6% | -82.8% | +2.1% |
| All | +110.2% | +332.3% | -222.1% | +2.7% |
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 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