+5,560.5%
MO vs AEIS
+2,566.8%
+2,993.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | +0.3% | +3.0% | -2.6% | +0.2% |
| 30D | +0.6% | -14.6% | +15.3% | +1.3% |
| 3M | -1.0% | -12.4% | +11.5% | -0.9% |
| 6M | +4.3% | -15.0% | +19.3% | +4.3% |
| YTD | +23.3% | +34.3% | -11.0% | +20.1% |
| 1Y | +10.5% | +87.4% | -76.9% | +5.5% |
| 3Y | +96.3% | +139.8% | -43.5% | +83.1% |
| 5Y | +98.9% | +220.7% | -121.9% | +81.3% |
| 10Y | +103.6% | +531.6% | -428.0% | +75.8% |
| All | +5,560.5% | +2,566.8% | +2,993.7% | +3,967.5% |
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 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