+2,485.8%
MTB vs AEIS
+2,566.8%
-81.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | +1.7% | +3.0% | -1.2% | +1.2% |
| 30D | -4.2% | -14.6% | +10.5% | -2.0% |
| 3M | +8.9% | -12.4% | +21.3% | +9.6% |
| 6M | +10.9% | -15.0% | +25.8% | +11.4% |
| YTD | +21.5% | +34.3% | -12.8% | +13.0% |
| 1Y | +21.9% | +87.4% | -65.4% | +6.9% |
| 3Y | +109.2% | +139.8% | -30.5% | +74.1% |
| 5Y | +102.0% | +220.7% | -118.8% | +58.9% |
| 10Y | +171.9% | +531.6% | -359.7% | +87.0% |
| All | +2,485.8% | +2,566.8% | -81.0% | +1,185.7% |
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 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