-32.6%
MOD vs AEIS
+6.2%
-38.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -11.1% | -10.3% | -13.5% |
| 7D | -31.3% | -12.7% | -18.6% | -23.7% |
| 30D | -46.1% | -28.8% | -17.3% | -31.3% |
| 3M | -51.1% | -38.0% | -13.1% | -32.4% |
| 6M | -62.1% | -45.3% | -16.8% | -44.3% |
| YTD | -26.2% | +1.1% | -27.3% | -28.9% |
| 1Y | -32.6% | +8.6% | -41.2% | -36.6% |
| All | -32.6% | +6.2% | -38.8% | -36.6% |
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 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