+106.1%
MDLZ vs AEIS
+375.1%
-269.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.2% | -0.1% |
| 7D | -1.0% | +9.5% | -10.5% | -1.8% |
| 30D | +7.9% | -17.5% | +25.5% | +9.2% |
| 3M | +8.9% | -29.3% | +38.2% | +11.3% |
| 6M | +10.5% | -34.7% | +45.2% | +12.7% |
| YTD | +27.1% | +10.7% | +16.4% | +20.8% |
| 1Y | +20.9% | +7.4% | +13.5% | +15.2% |
| 3Y | +5.5% | +161.1% | -155.6% | -13.6% |
| 5Y | +22.2% | +150.7% | -128.5% | -1.6% |
| 10Y | +106.1% | +360.8% | -254.7% | +25.3% |
| All | +106.1% | +375.1% | -269.0% | +25.3% |
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