+1,371.2%
MU vs AEIS
+157.5%
+1,213.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +4.2% |
| 7D | +9.0% | +3.0% | +6.0% | +6.5% |
| 30D | +13.8% | -14.6% | +28.5% | +28.2% |
| 3M | +2.1% | -12.4% | +14.5% | +13.8% |
| 6M | +153.8% | -15.0% | +168.8% | +178.5% |
| YTD | +256.4% | +34.3% | +222.1% | +167.0% |
| 1Y | +719.8% | +87.4% | +632.4% | +367.8% |
| All | +1,371.2% | +157.5% | +1,213.7% | +499.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling