+1,315.7%
MU vs AEIS
+219.5%
+1,096.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +4.2% |
| 7D | +9.0% | +3.0% | +6.0% | +6.6% |
| 30D | +13.8% | -14.6% | +28.5% | +27.8% |
| 3M | +2.1% | -12.4% | +14.5% | +13.6% |
| 6M | +153.8% | -15.0% | +168.8% | +179.1% |
| YTD | +256.4% | +34.3% | +222.1% | +172.5% |
| 1Y | +719.8% | +87.4% | +632.4% | +384.2% |
| 3Y | +1,360.4% | +139.8% | +1,220.6% | +597.5% |
| All | +1,315.7% | +219.5% | +1,096.2% | +415.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling