+100.1%
MO vs AEIS
+219.6%
-119.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.5% | +1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +5.8% | -16.4% | +22.2% | +5.5% |
| 3M | -4.5% | -11.1% | +6.6% | -4.6% |
| 6M | +5.7% | -12.0% | +17.8% | +5.6% |
| YTD | +23.1% | +30.9% | -7.8% | +22.0% |
| 1Y | +10.9% | +74.3% | -63.4% | +9.0% |
| 3Y | +96.1% | +165.2% | -69.0% | +86.6% |
| 5Y | +100.1% | +220.0% | -120.0% | +86.1% |
| All | +100.1% | +219.6% | -119.5% | +86.1% |
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