+2,605.1%
MU vs AEIS
+2,004.7%
+600.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -15.2% | -6.9% | -8.3% | -12.2% |
| 30D | -29.5% | -23.2% | -6.3% | -21.0% |
| 3M | -15.8% | -29.5% | +13.7% | -2.6% |
| 6M | -2.9% | -37.9% | +35.0% | +20.3% |
| YTD | +154.2% | +6.0% | +148.3% | +150.2% |
| 1Y | +186.6% | +1.2% | +185.4% | +188.7% |
| 3Y | +871.5% | +150.0% | +721.5% | +591.6% |
| 5Y | +911.7% | +141.9% | +769.8% | +630.1% |
| 10Y | +4,277.4% | +356.2% | +3,921.2% | +2,315.1% |
| All | +2,605.1% | +2,004.7% | +600.5% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling