+454.2%
MDLZ vs AEIS
+624.7%
-170.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.7% | +3.0% | -4.7% | -2.0% |
| 30D | -2.1% | -14.6% | +12.5% | -0.9% |
| 3M | +1.3% | -12.4% | +13.8% | +1.4% |
| 6M | +6.2% | -15.0% | +21.2% | +6.1% |
| YTD | +15.8% | +34.3% | -18.5% | +10.1% |
| 1Y | +4.1% | +87.4% | -83.2% | -4.6% |
| 3Y | -4.1% | +139.8% | -143.9% | -16.1% |
| 5Y | +13.4% | +220.7% | -207.4% | -5.2% |
| 10Y | +75.7% | +531.6% | -455.9% | +31.2% |
| All | +454.2% | +624.7% | -170.4% | +253.3% |
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 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