+211.3%
MCD vs AEIS
+358.4%
-147.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.3% | -9.5% | +0.7% |
| 7D | +5.9% | +1.0% | +5.0% | +5.5% |
| 30D | +19.6% | -24.0% | +43.7% | +22.2% |
| 3M | +3.3% | -32.5% | +35.8% | +6.4% |
| 6M | +3.5% | -38.6% | +42.1% | +6.6% |
| YTD | -6.1% | +4.8% | -11.0% | -10.8% |
| 1Y | -3.7% | +1.3% | -5.0% | -8.2% |
| 3Y | +13.4% | +159.2% | -145.9% | -9.1% |
| 5Y | +25.2% | +140.8% | -115.6% | -0.9% |
| 10Y | +211.3% | +349.8% | -138.5% | +104.9% |
| All | +211.3% | +358.4% | -147.2% | +104.9% |
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