+101.9%
MTB vs AEIS
+238.7%
-136.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +1.1% | +6.5% | -5.4% | -0.5% |
| 30D | -4.6% | -9.2% | +4.6% | -2.7% |
| 3M | +6.3% | -8.3% | +14.6% | +5.8% |
| 6M | +15.6% | -6.3% | +21.9% | +12.5% |
| YTD | +20.6% | +36.5% | -15.9% | +3.2% |
| 1Y | +22.5% | +84.8% | -62.2% | -6.4% |
| 3Y | +114.4% | +176.6% | -62.2% | +36.6% |
| 5Y | +101.9% | +237.1% | -135.2% | +16.3% |
| All | +101.9% | +238.7% | -136.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling