+170.1%
MTB vs AEIS
+562.2%
-392.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -1.0% |
| 7D | 0.0% | +2.3% | -2.3% | -0.7% |
| 30D | -4.8% | -14.8% | +10.0% | -0.9% |
| 3M | +6.0% | -15.6% | +21.5% | +8.2% |
| 6M | +19.6% | -8.7% | +28.3% | +17.3% |
| YTD | +21.5% | +37.3% | -15.8% | +3.6% |
| 1Y | +24.7% | +80.3% | -55.6% | -3.9% |
| 3Y | +108.6% | +177.9% | -69.4% | +34.8% |
| 5Y | +106.7% | +235.8% | -129.1% | +21.5% |
| All | +170.1% | +562.2% | -392.1% | +13.0% |
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