+5.8%
MDLZ vs AEIS
+117.1%
-111.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -0.8% |
| 7D | +1.7% | -11.3% | +12.9% | +1.0% |
| 30D | +11.2% | -32.6% | +43.8% | +9.0% |
| 3M | +6.1% | -39.2% | +45.3% | +3.6% |
| 6M | +8.6% | -45.4% | +53.9% | +6.3% |
| YTD | +25.8% | -5.8% | +31.7% | +24.5% |
| 1Y | +21.7% | -10.0% | +31.7% | +20.2% |
| 3Y | +5.8% | +121.2% | -115.4% | +3.6% |
| All | +5.8% | +117.1% | -111.3% | +3.6% |
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 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