+79.0%
MDLZ vs AEIS
+546.3%
-467.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | 0.0% | +8.1% | -8.1% | -0.7% |
| 30D | -1.6% | -11.1% | +9.6% | -0.7% |
| 3M | +0.9% | -5.6% | +6.5% | +0.2% |
| 6M | +7.3% | -0.6% | +8.0% | +5.2% |
| YTD | +16.4% | +38.0% | -21.6% | +9.2% |
| 1Y | +3.0% | +87.2% | -84.3% | -7.7% |
| 3Y | -3.7% | +179.7% | -183.4% | -20.6% |
| 5Y | +15.6% | +241.7% | -226.1% | -9.9% |
| 10Y | +79.0% | +547.2% | -468.2% | -1.6% |
| All | +79.0% | +546.3% | -467.4% | -1.6% |
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