+886.3%
MOD vs AEIS
+347.9%
+538.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.5% |
| 7D | -17.8% | -6.9% | -10.9% | -13.6% |
| 30D | -43.2% | -23.2% | -20.0% | -33.3% |
| 3M | -46.0% | -29.5% | -16.6% | -34.1% |
| 6M | -62.2% | -37.9% | -24.3% | -50.7% |
| YTD | -22.8% | +6.0% | -28.8% | -25.9% |
| 1Y | -35.5% | +1.2% | -36.7% | -36.0% |
| 3Y | +128.2% | +150.0% | -21.7% | +40.3% |
| 5Y | +791.6% | +141.9% | +649.7% | +449.6% |
| 10Y | +886.3% | +356.2% | +530.2% | +419.6% |
| All | +886.3% | +347.9% | +538.4% | +419.6% |
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 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