+380.3%
MCO vs AEIS
+562.2%
-182.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.4% |
| 7D | -3.8% | +2.3% | -6.0% | -4.4% |
| 30D | -0.4% | -14.8% | +14.4% | +3.1% |
| 3M | +7.7% | -15.6% | +23.3% | +9.2% |
| 6M | +7.0% | -8.7% | +15.7% | +3.6% |
| YTD | -6.4% | +37.3% | -43.7% | -21.1% |
| 1Y | -7.6% | +80.3% | -88.0% | -29.9% |
| 3Y | +43.2% | +177.9% | -134.7% | -10.2% |
| 5Y | +29.6% | +235.8% | -206.3% | -25.9% |
| All | +380.3% | +562.2% | -182.0% | +84.3% |
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