-35.5%
MOD vs AEIS
-1.0%
-34.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.7% |
| 7D | -17.8% | -6.9% | -10.9% | -12.7% |
| 30D | -43.2% | -23.2% | -20.0% | -31.0% |
| 3M | -46.0% | -29.5% | -16.6% | -31.3% |
| 6M | -62.2% | -37.9% | -24.3% | -48.1% |
| YTD | -22.8% | +6.0% | -28.8% | -38.0% |
| 1Y | -35.5% | +1.2% | -36.7% | -43.7% |
| All | -35.5% | -1.0% | -34.5% | -43.7% |
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