+2,359.1%
MCD vs AEIS
+1,770.4%
+588.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -1.0% |
| 7D | +7.1% | -11.3% | +18.4% | +7.8% |
| 30D | +19.8% | -32.6% | +52.4% | +22.8% |
| 3M | +0.8% | -39.2% | +40.0% | +3.9% |
| 6M | -1.3% | -45.4% | +44.1% | +1.7% |
| YTD | -7.8% | -5.8% | -1.9% | -9.4% |
| 1Y | -5.0% | -10.0% | +5.0% | -6.4% |
| 3Y | +10.5% | +121.2% | -110.6% | -0.3% |
| 5Y | +22.0% | +110.6% | -88.7% | +9.3% |
| 10Y | +216.7% | +326.6% | -110.0% | +160.7% |
| All | +2,359.1% | +1,770.4% | +588.7% | +1,456.0% |
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 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