+6,866.9%
MCO vs AEIS
+2,610.7%
+4,256.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -3.1% | +6.5% | -9.6% | -4.1% |
| 30D | -0.5% | -9.2% | +8.6% | +0.6% |
| 3M | +5.7% | -8.3% | +14.0% | +5.2% |
| 6M | +3.0% | -6.3% | +9.4% | +1.2% |
| YTD | -6.5% | +36.5% | -43.0% | -14.0% |
| 1Y | -5.8% | +84.8% | -90.5% | -18.1% |
| 3Y | +43.1% | +176.6% | -133.5% | +14.6% |
| 5Y | +29.5% | +237.1% | -207.6% | -0.3% |
| 10Y | +388.8% | +554.7% | -165.9% | +228.4% |
| All | +6,866.9% | +2,610.7% | +4,256.2% | +3,298.7% |
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