+40.9%
MCO vs AEIS
+160.8%
-119.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -1.7% | -16.4% | +14.7% | -0.4% |
| 3M | +3.9% | -11.1% | +15.1% | +3.2% |
| 6M | +3.8% | -12.0% | +15.8% | +1.8% |
| YTD | -7.9% | +30.9% | -38.8% | -17.4% |
| 1Y | -6.8% | +74.3% | -81.2% | -22.9% |
| All | +40.9% | +160.8% | -119.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling