+4,277.4%
MU vs AEIS
+347.9%
+3,929.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.9% |
| 7D | -15.2% | -6.9% | -8.3% | -10.7% |
| 30D | -29.5% | -23.2% | -6.3% | -15.6% |
| 3M | -15.8% | -29.5% | +13.7% | +5.4% |
| 6M | -2.9% | -37.9% | +35.0% | +34.2% |
| YTD | +154.2% | +6.0% | +148.3% | +136.2% |
| 1Y | +186.6% | +1.2% | +185.4% | +176.3% |
| 3Y | +871.5% | +150.0% | +721.5% | +408.5% |
| 5Y | +911.7% | +141.9% | +769.8% | +426.0% |
| 10Y | +4,277.4% | +356.2% | +3,921.2% | +1,093.6% |
| All | +4,277.4% | +347.9% | +3,929.4% | +1,093.6% |
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