+193.4%
MCD vs AEIS
+332.3%
-138.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -1.6% | +11.5% | -13.2% | -2.7% |
| 30D | +14.1% | -15.8% | +29.9% | +15.4% |
| 3M | +0.6% | -33.3% | +33.9% | +3.8% |
| 6M | 0.0% | -35.2% | +35.2% | +2.3% |
| YTD | -9.3% | +5.0% | -14.3% | -13.9% |
| 1Y | -9.3% | +8.5% | -17.8% | -14.4% |
| 3Y | +8.6% | +152.9% | -144.3% | -12.5% |
| 5Y | +21.9% | +144.6% | -122.7% | -3.7% |
| All | +193.4% | +332.3% | -138.9% | +93.9% |
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