+110.9%
MO vs AEIS
+562.2%
-451.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.7% | -0.1% |
| 7D | +0.1% | +2.3% | -2.1% | 0.0% |
| 30D | +7.1% | -14.8% | +22.0% | +8.1% |
| 3M | -2.0% | -15.6% | +13.6% | -1.5% |
| 6M | +7.3% | -8.7% | +16.0% | +6.5% |
| YTD | +23.5% | +37.3% | -13.9% | +17.4% |
| 1Y | +11.0% | +80.3% | -69.3% | +2.2% |
| 3Y | +95.0% | +177.9% | -82.9% | +66.9% |
| 5Y | +100.6% | +235.8% | -135.2% | +63.9% |
| All | +110.9% | +562.2% | -451.3% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling