-3.5%
MCD vs AEIS
-2.1%
-1.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.3% | -9.5% | +2.8% |
| 7D | +5.9% | +1.0% | +5.0% | +6.1% |
| 30D | +19.6% | -24.0% | +43.7% | +17.3% |
| 3M | +3.3% | -32.5% | +35.8% | +0.6% |
| 6M | +3.5% | -38.6% | +42.1% | +0.6% |
| YTD | -6.1% | +4.8% | -11.0% | -5.3% |
| All | -3.5% | -2.1% | -1.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling