+15.6%
MDLZ vs AEIS
+228.8%
-213.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | 0.0% | +8.1% | -8.1% | 0.0% |
| 30D | -1.6% | -11.1% | +9.6% | -1.5% |
| 3M | +0.9% | -5.6% | +6.5% | +0.5% |
| 6M | +7.3% | -0.6% | +8.0% | +6.4% |
| YTD | +16.4% | +38.0% | -21.6% | +13.3% |
| 1Y | +3.0% | +87.2% | -84.3% | -1.8% |
| 3Y | -3.7% | +179.7% | -183.4% | -12.7% |
| 5Y | +15.6% | +241.7% | -226.1% | -1.1% |
| All | +15.6% | +228.8% | -213.2% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling