+180.0%
MCD vs AEIS
+546.3%
-366.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.2% |
| 7D | -2.0% | +8.1% | -10.2% | -2.8% |
| 30D | -6.1% | -11.1% | +5.0% | -5.2% |
| 3M | -7.3% | -5.6% | -1.6% | -7.9% |
| 6M | -20.9% | -0.6% | -20.3% | -22.7% |
| YTD | -14.7% | +38.0% | -52.7% | -20.5% |
| 1Y | -16.1% | +87.2% | -103.3% | -25.6% |
| 3Y | -1.5% | +179.7% | -181.2% | -20.0% |
| 5Y | +20.4% | +241.7% | -221.3% | -7.8% |
| 10Y | +180.0% | +547.2% | -367.2% | +73.0% |
| All | +180.0% | +546.3% | -366.3% | +73.0% |
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 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