+124.3%
MOD vs AEIS
+104.6%
+19.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -12.2% | +5.0% | +2.0% |
| 7D | -34.2% | -22.6% | -11.6% | -19.5% |
| 30D | -51.9% | -38.7% | -13.2% | -30.0% |
| 3M | -53.0% | -43.6% | -9.5% | -28.4% |
| 6M | -66.4% | -46.2% | -20.1% | -47.8% |
| YTD | -31.5% | -11.2% | -20.3% | -30.7% |
| 1Y | -39.6% | -17.7% | -21.9% | -34.4% |
| All | +124.3% | +104.6% | +19.7% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling