+2,474.1%
MU vs AEIS
+1,770.4%
+703.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +2.5% |
| 7D | -22.0% | -11.3% | -10.7% | -17.6% |
| 30D | -36.6% | -32.6% | -4.0% | -24.7% |
| 3M | -21.7% | -39.2% | +17.4% | -3.5% |
| 6M | +3.5% | -45.4% | +48.9% | +35.7% |
| YTD | +141.9% | -5.8% | +147.7% | +150.6% |
| 1Y | +189.8% | -10.0% | +199.8% | +207.4% |
| 3Y | +855.4% | +121.2% | +734.2% | +616.8% |
| 5Y | +869.2% | +110.6% | +758.5% | +641.7% |
| 10Y | +4,142.8% | +326.6% | +3,816.2% | +2,319.5% |
| All | +2,474.1% | +1,770.4% | +703.8% | +592.3% |
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