+502.4%
MDLZ vs AEIS
+408.3%
+94.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -1.7% |
| 7D | +1.7% | -11.3% | +12.9% | +2.5% |
| 30D | +11.2% | -32.6% | +43.8% | +14.5% |
| 3M | +6.1% | -39.2% | +45.3% | +10.0% |
| 6M | +8.6% | -45.4% | +53.9% | +12.5% |
| YTD | +25.8% | -5.8% | +31.7% | +22.7% |
| 1Y | +21.7% | -10.0% | +31.7% | +19.1% |
| 3Y | +5.8% | +121.2% | -115.4% | -7.8% |
| 5Y | +21.4% | +110.6% | -89.2% | +5.0% |
| 10Y | +97.2% | +326.6% | -229.4% | +51.4% |
| All | +502.4% | +408.3% | +94.1% | +293.6% |
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 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