+349.5%
MTUM vs AEIS
+562.2%
-212.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.7% | -0.2% |
| 7D | +0.7% | +2.3% | -1.5% | 0.0% |
| 30D | -2.4% | -14.8% | +12.4% | +2.2% |
| 3M | -3.6% | -15.6% | +11.9% | +0.3% |
| 6M | +23.7% | -8.7% | +32.4% | +24.3% |
| YTD | +22.9% | +37.3% | -14.4% | +8.3% |
| 1Y | +21.8% | +80.3% | -58.6% | -2.3% |
| 3Y | +114.4% | +177.9% | -63.5% | +45.2% |
| 5Y | +79.6% | +235.8% | -156.3% | +11.2% |
| All | +349.5% | +562.2% | -212.7% | +102.9% |
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