+45.3%
MO vs AEIS
+6.2%
+39.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.1% | +12.5% | +0.1% |
| 7D | +6.9% | -12.7% | +19.6% | +5.4% |
| 30D | +14.9% | -28.8% | +43.8% | +11.0% |
| 3M | +16.4% | -38.0% | +54.4% | +11.4% |
| 6M | +9.6% | -45.3% | +54.9% | +6.3% |
| YTD | +41.8% | +1.1% | +40.7% | +40.9% |
| 1Y | +45.3% | +8.6% | +36.7% | +44.8% |
| All | +45.3% | +6.2% | +39.1% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling