+2,173.8%
MCD vs AEIS
+2,566.8%
-393.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -2.8% | +3.0% | -5.8% | -3.1% |
| 30D | -6.0% | -14.6% | +8.6% | -5.0% |
| 3M | -5.6% | -12.4% | +6.9% | -5.4% |
| 6M | -21.9% | -15.0% | -6.9% | -21.9% |
| YTD | -14.7% | +34.3% | -49.0% | -17.9% |
| 1Y | -17.3% | +87.4% | -104.6% | -22.7% |
| 3Y | -2.2% | +139.8% | -141.9% | -11.7% |
| 5Y | +20.3% | +220.7% | -200.4% | +5.0% |
| 10Y | +180.7% | +531.6% | -350.9% | +125.7% |
| All | +2,173.8% | +2,566.8% | -393.0% | +1,309.4% |
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