+4,407.5%
MU vs AEIS
+332.3%
+4,075.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | +0.3% |
| 7D | +12.8% | +11.5% | +1.3% | +4.4% |
| 30D | -14.9% | -15.8% | +0.9% | -4.3% |
| 3M | -18.0% | -33.3% | +15.3% | +7.0% |
| 6M | -3.1% | -35.2% | +32.1% | +30.3% |
| YTD | +172.9% | +5.0% | +167.9% | +155.7% |
| 1Y | +228.8% | +8.5% | +220.4% | +203.1% |
| 3Y | +950.8% | +152.9% | +798.0% | +447.7% |
| 5Y | +931.3% | +144.6% | +786.6% | +434.6% |
| All | +4,407.5% | +332.3% | +4,075.2% | +1,188.6% |
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